PCB Bancorp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.71% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9961 | 3.82 | |
| 0.1218 | 5.09 | |
| 0.8336 | 24.11 | |
| -0.8339 | -3.05 | |
| 1.4983 | 3.72 | |
| -0.9871 | -3.50 | |
| 0.4843 | 2.01 | |
| -0.2177 | -1.42 |
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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