First Citizens BancShares Inc/NC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.21% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0987 | 17.64 | |
| 0.1151 | 44.72 | |
| 0.8629 | 321.25 | |
| 0.3575 | 9.01 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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