Red River Bancshares, Inc. EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.99% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0835 | 10.10 | |
| 0.2572 | 21.92 | |
| 0.9510 | 185.53 | |
| -0.0472 | -3.67 |
Estimation Period:
May 3, 2019 to Feb 6, 2026
May 3, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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