CFG Bank SA APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.22% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.56 | |
| 0.1675 | 8.50 | |
| 0.3411 | 5.95 | |
| -0.3756 | -6.14 | |
| 1.6424 | 5.03 |
Estimation Period:
Dec 18, 2023 to Feb 6, 2026
Dec 18, 2023 to Feb 6, 2026
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