First Acceptance Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.21% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8019 | 2.93 | |
| 0.0842 | 7.06 | |
| 0.8828 | 44.63 | |
| -0.1473 | -1.26 | |
| 0.0955 | 0.57 | |
| 0.1608 | 1.81 | |
| -0.2068 | -2.83 | |
| 0.2530 | 3.42 | |
| -0.3237 | -4.59 | |
| 0.3079 | 3.33 | |
| -0.2206 | -2.03 | |
| 0.1219 | 1.04 | |
| -0.1567 | -0.87 |
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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