Bancorp Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.09% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8487 | 7.51 | |
| 0.1094 | 5.53 | |
| 0.7943 | 26.40 | |
| 0.3274 | 6.47 | |
| -0.6366 | -7.75 | |
| 0.5502 | 7.34 | |
| -0.4172 | -4.14 | |
| 0.3002 | 2.71 | |
| -0.1870 | -2.07 | |
| 0.0776 | 1.35 |
Estimation Period:
Feb 3, 2004 to Feb 6, 2026
Feb 3, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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