First Citizens BancShares Inc/NC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.88% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1075 | 25.33 | |
| 0.1133 | 43.05 | |
| 0.8654 | 314.48 |
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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