First BanCorp/Puerto Rico GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.70% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 19.36 | |
| 0.0725 | 34.42 | |
| 0.9185 | 451.80 |
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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