PCB Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.65% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9926 | 3.84 | |
| 0.1229 | 5.13 | |
| 0.8318 | 23.76 | |
| -0.8489 | -3.12 | |
| 1.5353 | 3.82 | |
| -1.0570 | -3.70 | |
| 0.6335 | 2.29 | |
| -0.5821 | -1.41 |
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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