Fifth Third Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.24% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 12.74 | |
| 0.0567 | 8.89 | |
| 0.9152 | 251.22 | |
| 0.0403 | 4.37 |
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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