First Guaranty Bancshares Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.44% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0950 | 12.29 | |
| 0.8845 | 162.32 | |
| 0.0196 | 1.57 | |
| 13.6280 | 34.92 |
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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