Plumas Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.05% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2629 | 3.68 | |
| 0.1496 | 7.94 | |
| 0.7675 | 27.28 | |
| 0.0179 | 0.21 | |
| 0.1790 | 1.47 | |
| -0.4611 | -6.76 | |
| 0.3482 | 6.05 | |
| -0.0323 | -0.51 | |
| -0.0740 | -0.83 | |
| 0.0004 | 0.00 |
Estimation Period:
Jul 26, 1999 to Feb 13, 2026
Jul 26, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Plumas Bancorp Analyses
Other Spline-GARCH Analyses on Equities