First BanCorp/Puerto Rico Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.41% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9996 | 6.99 | |
| 0.0903 | 7.97 | |
| 0.8650 | 57.04 | |
| -0.1641 | -2.90 | |
| 0.2849 | 3.20 | |
| -0.1684 | -2.96 | |
| 0.0681 | 1.48 | |
| 0.0566 | 1.06 | |
| -0.2435 | -3.96 | |
| 0.2634 | 4.66 | |
| -0.1368 | -2.58 | |
| 0.0885 | 1.32 | |
| -0.1267 | -1.56 |
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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