Fifth Third Bancorp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.49% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0739 | 17.28 | |
| 0.6642 | 43.92 | |
| 0.1379 | 18.09 | |
| 0.0821 | 1.76 | |
| 0.1280 | 2.11 | |
| 0.8560 | 12.50 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fifth Third Bancorp Analyses
Other MF2-GARCH Analyses on Equities