First Commonwealth Financial Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.45% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5203 | 7.43 | |
| 0.0998 | 7.31 | |
| 0.8402 | 46.36 | |
| -0.0090 | -0.21 | |
| 0.0246 | 0.38 | |
| -0.1308 | -2.88 | |
| 0.3028 | 7.16 | |
| -0.3746 | -8.91 | |
| 0.2775 | 6.43 | |
| -0.0895 | -2.14 | |
| -0.0085 | -0.20 | |
| 0.0037 | 0.10 |
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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