Preferred Bank/Los Angeles CA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.93% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1000 | 14.31 | |
| 0.0663 | 15.16 | |
| 0.9010 | 280.86 | |
| 0.0393 | 4.58 |
Estimation Period:
Jan 6, 2000 to Feb 6, 2026
Jan 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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