Towne Bank/Portsmouth VA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.49% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1152 | 17.74 | |
| 0.0936 | 13.80 | |
| 0.8748 | 216.70 | |
| 0.0196 | 1.78 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Towne Bank/Portsmouth VA Analyses
Other GJR-GARCH Analyses on Equities