Valley National Bancorp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.24% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 18.05 | |
| 0.0847 | 39.77 | |
| 0.9093 | 441.61 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Valley National Bancorp Analyses
Other GARCH Analyses on Equities