FNB Corp/PA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.20% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 11.87 | |
| 0.0375 | 10.46 | |
| 0.9202 | 335.22 | |
| 0.0578 | 9.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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