First Financial Bancorp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.36% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3670 | 6.31 | |
| 0.0829 | 7.30 | |
| 0.8600 | 51.48 | |
| -0.0153 | -0.36 | |
| 0.0955 | 1.52 | |
| -0.1535 | -3.35 | |
| 0.0841 | 1.99 | |
| 0.0770 | 1.77 | |
| -0.2581 | -3.80 | |
| 0.3239 | 3.91 | |
| -0.2120 | -3.11 | |
| 0.0665 | 1.16 | |
| -0.0116 | -0.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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