First Commonwealth Financial Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.46% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 9.79 | |
| 0.0709 | 29.26 | |
| 0.9175 | 373.41 | |
| 0.6059 | 13.54 |
Estimation Period:
Jun 10, 1992 to Feb 6, 2026
Jun 10, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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