First Capital Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.88% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0157 | 3.26 | |
| 0.1577 | 7.65 | |
| 0.7610 | 25.54 | |
| -0.6628 | -1.95 | |
| 1.2213 | 2.65 | |
| -1.1940 | -4.49 | |
| 1.2230 | 3.84 | |
| -0.8889 | -2.12 | |
| 0.4736 | 1.01 | |
| -0.4663 | -1.25 | |
| 0.6239 | 2.77 | |
| -0.4142 | -2.02 | |
| 0.0407 | 0.24 |
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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