First Financial Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.97% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2988 | 6.08 | |
| 0.0835 | 7.30 | |
| 0.8588 | 50.96 | |
| -0.0469 | -1.11 | |
| 0.1468 | 2.33 | |
| -0.1861 | -4.09 | |
| 0.1030 | 2.45 | |
| 0.0722 | 1.68 | |
| -0.2653 | -4.05 | |
| 0.3364 | 4.19 | |
| -0.2237 | -3.22 | |
| 0.0772 | 1.17 | |
| -0.0256 | -0.34 |
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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