TriCo Bancshares GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.21% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 17.27 | |
| 0.0498 | 17.89 | |
| 0.9188 | 448.86 | |
| 0.0439 | 7.09 |
Estimation Period:
Apr 19, 1993 to Feb 6, 2026
Apr 19, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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