US Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:23.72% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 15.75 | |
| 0.0418 | 20.91 | |
| 0.9166 | 582.32 | |
| 0.0794 | 15.66 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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