First Citizens BancShares Inc/NC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.59% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 21.20 | |
| 0.2033 | 35.93 | |
| 0.9719 | 776.26 | |
| -0.0436 | -9.11 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other First Citizens BancShares Inc/NC Analyses
Other EGARCH Analyses on Equities