First Guaranty Bancshares Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.54% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2716 | 14.58 | |
| 0.1658 | 34.77 | |
| 0.8162 | 219.72 | |
| -0.2768 | -2.28 |
Estimation Period:
Mar 17, 2004 to Feb 6, 2026
Mar 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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