Virginia National Bankshares Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.43% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1091 | 16.56 | |
| 0.2698 | 28.96 | |
| 0.9636 | 330.33 | |
| 0.0323 | 2.52 |
Estimation Period:
May 11, 1999 to Feb 6, 2026
May 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Virginia National Bankshares Corp Analyses
Other EGARCH Analyses on Equities