First Commonwealth Financial Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.54% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5041 | 7.33 | |
| 0.1010 | 7.29 | |
| 0.8371 | 45.79 | |
| -0.0239 | -0.57 | |
| 0.0506 | 0.78 | |
| -0.1530 | -3.39 | |
| 0.3243 | 7.74 | |
| -0.3937 | -9.45 | |
| 0.2930 | 6.87 | |
| -0.1022 | -2.43 | |
| 0.0055 | 0.11 | |
| -0.0219 | -0.30 |
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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