Western Alliance Bancorp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.78% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 9.07 | |
| 0.1738 | 24.89 | |
| 0.9885 | 769.83 | |
| -0.0618 | -9.87 |
Estimation Period:
Jun 30, 2005 to Feb 6, 2026
Jun 30, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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