Western Alliance Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.29% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0817 | 10.87 | |
| 0.0415 | 11.75 | |
| 0.9139 | 304.42 | |
| 0.0785 | 9.29 |
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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