South Plains Financial, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.59% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2244 | 11.80 | |
| 0.0556 | 10.05 | |
| 0.8382 | 105.17 | |
| 0.1269 | 6.73 |
Estimation Period:
May 9, 2019 to Feb 6, 2026
May 9, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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