Valley National Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.38% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6868 | 6.51 | |
| 0.1072 | 9.08 | |
| 0.8458 | 55.82 | |
| -0.0919 | -1.69 | |
| 0.2323 | 2.53 | |
| -0.2358 | -3.55 | |
| 0.1407 | 2.88 | |
| 0.0077 | 0.17 | |
| -0.1653 | -3.47 | |
| 0.1857 | 3.53 | |
| -0.0836 | -1.42 | |
| 0.0529 | 0.84 | |
| -0.1799 | -2.24 |
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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