First American Financial Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.06% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2740 | 7.68 | |
| 0.0885 | 5.47 | |
| 0.8563 | 40.92 | |
| 0.0240 | 3.46 | |
| -0.0304 | -3.54 |
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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