RBB Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.65% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 13.83 | |
| 0.0374 | 9.80 | |
| 0.9073 | 281.52 | |
| 0.0848 | 9.21 |
Estimation Period:
Jul 26, 2017 to Feb 6, 2026
Jul 26, 2017 to Feb 6, 2026
News Impact Curve
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