Texas Capital Bancshares Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.49% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0407 | 13.80 | |
| 0.8501 | 142.99 | |
| 0.1055 | 15.64 | |
| 0.0445 | 2.72 | |
| 0.0075 | 3.00 | |
| 0.9851 | 195.77 |
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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