Fifth Third Bancorp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.91% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9771 | 6.25 | |
| 0.0826 | 5.80 | |
| 0.8986 | 43.08 | |
| 0.1214 | 2.19 | |
| -0.1882 | -1.70 | |
| 0.0664 | 0.65 | |
| 0.0573 | 0.77 | |
| -0.1352 | -2.27 | |
| 0.1472 | 2.80 | |
| -0.0970 | -2.34 | |
| 0.0276 | 0.99 |
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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