CFG Bank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.39% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7088 | 6.51 | |
| 0.1436 | 2.28 | |
| 0.2842 | 1.67 | |
| -0.1370 | -2.06 |
Estimation Period:
Dec 18, 2023 to Feb 6, 2026
Dec 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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