Virginia National Bankshares Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.09% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1693 | 13.70 | |
| 0.1954 | 29.67 | |
| 0.8132 | 147.21 | |
| -0.2407 | -3.28 |
Estimation Period:
May 11, 1999 to Feb 13, 2026
May 11, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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