Western Alliance Bancorp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.89% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0250 | 8.05 | |
| 0.8783 | 158.54 | |
| 0.0979 | 16.85 | |
| 0.7580 | 7.17 | |
| 0.9230 | 70.52 | |
| 0.0000 | 0.00 |
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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