CFG Bank SA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.52% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1750 | 11.69 | |
| 0.1614 | 10.10 | |
| 0.3436 | 8.11 |
Estimation Period:
Dec 18, 2023 to Feb 6, 2026
Dec 18, 2023 to Feb 6, 2026
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