Preferred Bank/Los Angeles CA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.32% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6117 | 3.77 | |
| 0.1138 | 5.46 | |
| 0.8216 | 17.95 | |
| 0.2603 | 2.57 | |
| -0.5614 | -3.74 | |
| 0.4103 | 3.73 | |
| -0.0745 | -0.77 | |
| -0.0753 | -0.93 | |
| 0.0708 | 0.81 | |
| -0.0379 | -0.32 |
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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