Western Alliance Bancorp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.51% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9496 | 4.43 | |
| 0.1017 | 5.10 | |
| 0.8376 | 27.12 | |
| 0.8924 | 4.44 | |
| -1.6339 | -5.06 | |
| 1.0303 | 4.67 | |
| -0.3655 | -2.27 | |
| 0.2222 | 1.48 | |
| -0.2757 | -1.48 | |
| 0.2912 | 1.29 | |
| -0.2074 | -0.88 | |
| -0.0568 | -0.25 | |
| 0.1521 | 0.97 |
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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