First Guaranty Bancshares Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.60% (+4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1389 | 9.57 | |
| 0.0955 | 13.75 | |
| 0.8874 | 149.93 | |
| 0.0136 | 0.75 |
Estimation Period:
Mar 17, 2004 to Feb 13, 2026
Mar 17, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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