Plumas Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.61% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1883 | 16.39 | |
| 0.1015 | 13.94 | |
| 0.8764 | 228.88 | |
| 0.0225 | 1.61 |
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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