FNB Corp/PA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.41% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 12.43 | |
| 0.1343 | 14.84 | |
| 0.9615 | 340.47 | |
| -0.0686 | -11.92 |
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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