First American Financial Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.28% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3012 | 7.70 | |
| 0.0885 | 5.45 | |
| 0.8555 | 40.28 | |
| 0.0273 | 3.35 | |
| -0.0385 | -2.50 |
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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