First Commonwealth Financial Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.84% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0614 | 17.77 | |
| 0.8189 | 142.46 | |
| 0.0870 | 14.17 | |
| 0.0314 | 5.66 | |
| 0.0398 | 5.50 | |
| 0.9537 | 111.87 |
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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