Bank OZK MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.81% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0675 | 20.38 | |
| 0.7725 | 82.17 | |
| 0.0998 | 10.97 | |
| 0.0342 | 2.51 | |
| 0.0318 | 3.11 | |
| 0.9616 | 74.16 |
Estimation Period:
Jul 17, 1997 to Feb 6, 2026
Jul 17, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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