Texas Capital Bancshares Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.04% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8401 | 11.09 | |
| 0.1054 | 5.85 | |
| 0.8376 | 34.26 | |
| -0.0006 | -1.79 |
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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