First Citizens BancShares Inc/NC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.53% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4162 | 9.93 | |
| 0.1161 | 10.61 | |
| 0.8530 | 69.86 | |
| 0.0028 | 4.23 |
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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