Plumas Bancorp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.67% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2698 | 3.67 | |
| 0.1481 | 7.92 | |
| 0.7708 | 27.71 | |
| 0.0221 | 0.25 | |
| 0.1721 | 1.41 | |
| -0.4551 | -6.62 | |
| 0.3405 | 5.88 | |
| -0.0224 | -0.36 | |
| -0.0892 | -1.21 | |
| 0.0382 | 0.69 |
Estimation Period:
Jul 26, 1999 to Feb 6, 2026
Jul 26, 1999 to Feb 6, 2026
News Impact Curve
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