CFG Bank SA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.91% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6289 | 29.14 | |
| 0.1506 | 11.13 | |
| 0.0245 | 6.19 | |
| -1.3539 | -10.18 |
Estimation Period:
Dec 18, 2023 to Feb 6, 2026
Dec 18, 2023 to Feb 6, 2026
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