US Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.77% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 15.71 | |
| 0.0417 | 20.83 | |
| 0.9166 | 582.35 | |
| 0.0796 | 15.70 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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