First Commonwealth Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.91% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 19.17 | |
| 0.0453 | 17.91 | |
| 0.9136 | 371.37 | |
| 0.0614 | 11.33 |
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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