First Capital Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.69% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3224 | 15.21 | |
| 0.1369 | 16.16 | |
| 0.8198 | 150.03 | |
| 0.0143 | 0.83 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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