PCB Bancorp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.60% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2559 | 12.17 | |
| 0.1457 | 34.13 | |
| 0.8240 | 152.60 | |
| 0.1662 | 1.40 |
Estimation Period:
Jan 2, 2004 to Feb 6, 2026
Jan 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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