1st Source Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.57% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0862 | 21.74 | |
| 0.0621 | 15.04 | |
| 0.9056 | 353.89 | |
| 0.0330 | 5.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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