PCB Bancorp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.72% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 10.23 | |
| 0.2324 | 23.24 | |
| 0.9858 | 493.63 | |
| -0.0114 | -1.50 |
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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