Valley National Bancorp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.31% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0943 | 20.98 | |
| 0.7935 | 136.85 | |
| 0.0450 | 7.27 | |
| 0.0570 | 4.15 | |
| 0.1208 | 5.27 | |
| 0.8620 | 32.14 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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