Peoples Bancorp of North Carolina Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.56% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1622 | 22.03 | |
| 0.1152 | 20.69 | |
| 0.8412 | 262.05 | |
| 0.0479 | 4.45 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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