First BanCorp/Puerto Rico EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.57% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 13.60 | |
| 0.1395 | 37.47 | |
| 0.9903 | 1,511.89 | |
| -0.0386 | -10.19 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First BanCorp/Puerto Rico Analyses
Other EGARCH Analyses on Equities