PCB Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.64% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1384 | 7.51 | |
| 0.0767 | 9.18 | |
| 0.8883 | 128.66 | |
| 0.0341 | 2.03 |
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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