Westamerica Bancorporation GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.22% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 15.44 | |
| 0.0390 | 16.09 | |
| 0.9146 | 307.31 | |
| 0.0573 | 10.64 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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