Bank OZK GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.97% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1407 | 16.87 | |
| 0.0455 | 14.32 | |
| 0.8970 | 197.48 | |
| 0.0659 | 9.33 |
Estimation Period:
Jul 17, 1997 to Feb 6, 2026
Jul 17, 1997 to Feb 6, 2026
News Impact Curve
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