SR Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.28% (+2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1965 | 6.14 | |
| 0.0758 | 4.99 | |
| 0.7494 | 22.91 | |
| 0.0493 | 1.49 |
Estimation Period:
Sep 20, 2023 to Feb 13, 2026
Sep 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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