Western Alliance Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.35% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9667 | 4.51 | |
| 0.1022 | 5.08 | |
| 0.8361 | 26.52 | |
| 0.9280 | 4.65 | |
| -1.6947 | -5.28 | |
| 1.0762 | 4.93 | |
| -0.4036 | -2.54 | |
| 0.2546 | 1.71 | |
| -0.3052 | -1.64 | |
| 0.3252 | 1.43 | |
| -0.2615 | -1.07 | |
| 0.0436 | 0.17 | |
| -0.0798 | -0.26 |
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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