First Bancorp Inc/ME GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.03% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1245 | 27.03 | |
| 0.1283 | 21.27 | |
| 0.8306 | 252.45 | |
| 0.0445 | 3.60 |
Estimation Period:
Jul 14, 1999 to Feb 6, 2026
Jul 14, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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