Valley National Bancorp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.58% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7271 | 6.45 | |
| 0.1068 | 8.99 | |
| 0.8485 | 57.63 | |
| -0.0689 | -1.24 | |
| 0.1917 | 2.05 | |
| -0.2055 | -3.06 | |
| 0.1217 | 2.44 | |
| 0.0123 | 0.27 | |
| -0.1549 | -3.18 | |
| 0.1614 | 3.06 | |
| -0.0409 | -0.71 | |
| -0.0278 | -0.51 | |
| -0.0040 | -0.11 |
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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