First Capital Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.76% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9904 | 3.28 | |
| 0.1568 | 7.55 | |
| 0.7583 | 24.69 | |
| -0.6933 | -2.08 | |
| 1.2737 | 2.81 | |
| -1.2379 | -4.71 | |
| 1.2647 | 4.01 | |
| -0.9273 | -2.24 | |
| 0.5141 | 1.11 | |
| -0.5231 | -1.42 | |
| 0.7292 | 3.20 | |
| -0.6385 | -2.74 | |
| 0.6274 | 1.70 |
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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