First Citizens BancShares Inc/NC MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.22% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 10.40 | |
| 0.1415 | 42.83 | |
| 0.8472 | 254.96 |
Estimation Period:
Jan 15, 1990 to Feb 13, 2026
Jan 15, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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