Plumas Bancorp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.53% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 19.48 | |
| 0.2246 | 32.86 | |
| 0.9776 | 702.28 | |
| -0.0189 | -2.12 |
Estimation Period:
Jul 26, 1999 to Feb 6, 2026
Jul 26, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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