Texas Capital Bancshares Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.47% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2955 | 18.56 | |
| 0.0452 | 14.40 | |
| 0.8556 | 170.78 | |
| 0.1001 | 10.46 |
Estimation Period:
Aug 13, 2003 to Feb 13, 2026
Aug 13, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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