Bank OZK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.83% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0517 | 6.13 | |
| 0.1085 | 5.96 | |
| 0.7971 | 25.98 | |
| -0.0061 | -0.11 | |
| -0.0692 | -0.84 | |
| 0.2477 | 4.35 | |
| -0.3491 | -5.51 | |
| 0.2693 | 4.32 | |
| -0.0768 | -1.28 | |
| -0.0542 | -0.79 | |
| 0.0486 | 0.79 | |
| -0.0142 | -0.35 |
Estimation Period:
Jul 17, 1997 to Feb 6, 2026
Jul 17, 1997 to Feb 6, 2026
News Impact Curve
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