Virginia National Bankshares Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.82% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1477 | 13.38 | |
| 0.1801 | 13.75 | |
| 0.8431 | 147.29 | |
| -0.0464 | -1.93 |
Estimation Period:
May 11, 1999 to Feb 6, 2026
May 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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