Virginia National Bankshares Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.88% (+7.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0937 | 4.28 | |
| 0.2779 | 4.15 | |
| 0.5686 | 8.30 | |
| -0.0329 | -0.13 | |
| 1.0287 | 2.93 | |
| -2.4741 | -7.96 | |
| 2.4271 | 6.22 | |
| -1.2713 | -2.65 | |
| 0.5366 | 1.16 | |
| -0.2104 | -0.61 | |
| -0.0582 | -0.17 | |
| 0.0341 | 0.14 |
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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