First American Financial Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.72% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 8.43 | |
| 0.1505 | 22.66 | |
| 0.9691 | 443.54 | |
| -0.0713 | -11.61 |
Estimation Period:
May 25, 2010 to Feb 6, 2026
May 25, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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