First-Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.21% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 11.48 | |
| 0.0951 | 12.18 | |
| 0.8993 | 167.22 | |
| 0.0106 | 1.10 |
Estimation Period:
Mar 24, 2015 to Feb 13, 2026
Mar 24, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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