Pathfinder Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:27.09% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 12.22 | |
| 0.0929 | 11.85 | |
| 0.9096 | 274.72 | |
| -0.0049 | -0.36 |
Estimation Period:
Jun 4, 1996 to Jan 2, 2026
Jun 4, 1996 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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