First Citizens BancShares Inc/NC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.32% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5575 | 7.69 | |
| 0.0931 | 32.49 | |
| 0.9802 | 366.28 | |
| 5.6544 | 9.11 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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