Bank OZK Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.17% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0761 | 6.27 | |
| 0.1089 | 5.92 | |
| 0.7947 | 25.46 | |
| 0.0081 | 0.14 | |
| -0.0928 | -1.13 | |
| 0.2662 | 4.72 | |
| -0.3660 | -5.83 | |
| 0.2803 | 4.53 | |
| -0.0757 | -1.26 | |
| -0.0771 | -1.11 | |
| 0.1158 | 1.58 | |
| -0.1919 | -1.88 |
Estimation Period:
Jul 17, 1997 to Feb 6, 2026
Jul 17, 1997 to Feb 6, 2026
News Impact Curve
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