First Acceptance Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.85% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8554 | 2.98 | |
| 0.0838 | 6.97 | |
| 0.8864 | 45.28 | |
| -0.1336 | -1.12 | |
| 0.0809 | 0.47 | |
| 0.1558 | 1.70 | |
| -0.1919 | -2.53 | |
| 0.2310 | 2.98 | |
| -0.2907 | -3.97 | |
| 0.2613 | 2.81 | |
| -0.1582 | -1.51 | |
| 0.0283 | 0.31 | |
| 0.0285 | 0.49 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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