Towne Bank/Portsmouth VA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.21% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2773 | 6.22 | |
| 0.1304 | 8.00 | |
| 0.7912 | 32.32 | |
| -0.1054 | -2.08 | |
| 0.2741 | 3.78 | |
| -0.3287 | -6.71 | |
| 0.2293 | 4.75 | |
| -0.0632 | -1.37 | |
| 0.0066 | 0.14 | |
| -0.0567 | -0.98 |
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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