RBB Bancorp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.42% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 7.74 | |
| 0.1519 | 26.08 | |
| 0.9784 | 529.42 | |
| -0.0681 | -10.18 |
Estimation Period:
Jul 26, 2017 to Feb 6, 2026
Jul 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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