First Bancorp/Southern Pines NC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.95% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7364 | 6.38 | |
| 0.0891 | 8.83 | |
| 0.8699 | 59.95 | |
| -0.0314 | -1.84 | |
| 0.0819 | 3.46 | |
| -0.1032 | -7.84 | |
| 0.1035 | 7.57 | |
| -0.0813 | -4.38 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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