Towne Bank/Portsmouth VA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.38% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4092 | 7.59 | |
| 0.1091 | 42.13 | |
| 0.9822 | 407.21 | |
| 5.3395 | 13.26 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
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