FNB Corp/PA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.30% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5843 | 3.06 | |
| 0.0738 | 6.75 | |
| 0.9050 | 64.02 | |
| -0.0517 | -2.30 | |
| 0.0768 | 2.31 | |
| -0.0388 | -2.01 | |
| 0.0274 | 2.01 | |
| -0.0218 | -1.16 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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