First Guaranty Bancshares Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.65% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3116 | 3.96 | |
| 0.1470 | 4.45 | |
| 0.7662 | 18.97 | |
| 2.2882 | 5.33 | |
| -2.8800 | -4.08 | |
| 1.1404 | 2.19 | |
| -1.2406 | -3.09 | |
| 1.3507 | 3.34 | |
| -1.0367 | -2.27 | |
| 1.1968 | 1.54 |
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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