Tompkins Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.94% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 15.75 | |
| 0.0465 | 18.72 | |
| 0.9196 | 561.42 | |
| 0.0561 | 10.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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