First BanCorp/Puerto Rico MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.86% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1011 | 25.54 | |
| 0.6779 | 52.58 | |
| 0.0554 | 8.63 | |
| 0.0292 | 3.61 | |
| 0.0269 | 5.37 | |
| 0.9689 | 171.22 |
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 MF2-GARCH Analyses on Equities