RBB Bancorp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.68% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1256 | 12.91 | |
| 0.1137 | 23.80 | |
| 0.8586 | 181.53 | |
| 0.5164 | 10.54 |
Estimation Period:
Jul 26, 2017 to Feb 6, 2026
Jul 26, 2017 to Feb 6, 2026
News Impact Curve
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