US Bancorp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.13% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 5.02 | |
| 0.1014 | 57.28 | |
| 0.8921 | 574.42 | |
| 0.5390 | 24.03 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities