Texas Capital Bancshares Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.29% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2357 | 16.50 | |
| 0.0960 | 26.79 | |
| 0.8477 | 170.22 | |
| 1.0002 | 17.35 |
Estimation Period:
Aug 13, 2003 to Feb 6, 2026
Aug 13, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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