Towne Bank/Portsmouth VA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.05% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1146 | 18.61 | |
| 0.1034 | 29.77 | |
| 0.8747 | 220.11 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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