First American Financial Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.74% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0968 | 16.29 | |
| 0.0823 | 22.95 | |
| 0.8832 | 212.62 |
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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