First Citizens BancShares Inc/NC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.52% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0747 | 20.94 | |
| 0.8084 | 155.63 | |
| 0.0802 | 14.25 | |
| 0.4532 | 3.89 | |
| 0.5649 | 5.47 | |
| 0.3250 | 2.49 |
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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