First Commonwealth Financial Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.58% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 13.59 | |
| 0.1542 | 32.96 | |
| 0.9845 | 1,061.97 | |
| -0.0455 | -10.11 |
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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