UMB Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.40% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0826 | 18.67 | |
| 0.0533 | 15.54 | |
| 0.8999 | 302.60 | |
| 0.0506 | 7.15 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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