Fifth Third Bancorp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.13% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 15.16 | |
| 0.1733 | 25.38 | |
| 0.9841 | 786.02 | |
| -0.0340 | -2.98 |
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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