First Bancorp/Southern Pines NC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.06% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.8353 | 5.83 | |
| 0.0756 | 68.44 | |
| 0.9970 | 2,191.29 | |
| 5.8183 | 17.88 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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