Valley National Bancorp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.09% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 20.52 | |
| 0.1613 | 44.24 | |
| 0.9886 | 1,589.34 | |
| -0.0332 | -8.36 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Valley National Bancorp Analyses
Other EGARCH Analyses on Equities