Virginia National Bankshares Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.24% (-6.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0691 | 4.25 | |
| 0.2778 | 4.15 | |
| 0.5683 | 8.26 | |
| -0.0626 | -0.25 | |
| 1.0794 | 3.07 | |
| -2.5133 | -8.10 | |
| 2.4612 | 6.32 | |
| -1.3033 | -2.72 | |
| 0.5751 | 1.25 | |
| -0.2722 | -0.78 | |
| 0.0652 | 0.18 | |
| -0.2796 | -0.58 |
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 Spline-GARCH Analyses on Equities