First BanCorp/Puerto Rico GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.77% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0813 | 16.89 | |
| 0.0426 | 19.41 | |
| 0.9257 | 506.95 | |
| 0.0495 | 10.24 |
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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