Valley National Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.98% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 14.58 | |
| 0.0605 | 23.52 | |
| 0.9141 | 467.81 | |
| 0.0402 | 7.94 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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