First American Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.37% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 14.95 | |
| 0.0304 | 7.69 | |
| 0.8948 | 239.65 | |
| 0.0837 | 9.00 |
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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