First BanCorp/Puerto Rico Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.87% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0565 | 7.08 | |
| 0.0891 | 8.04 | |
| 0.8684 | 59.09 | |
| -0.1392 | -2.36 | |
| 0.2452 | 2.66 | |
| -0.1446 | -2.49 | |
| 0.0567 | 1.21 | |
| 0.0547 | 1.01 | |
| -0.2304 | -3.65 | |
| 0.2431 | 4.19 | |
| -0.1077 | -2.04 | |
| 0.0387 | 0.64 | |
| -0.0185 | -0.42 |
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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