OFG Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.32% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0168 | 5.09 | |
| 0.1653 | 6.85 | |
| 0.7546 | 27.16 | |
| 0.1931 | 4.37 | |
| -0.1575 | -2.36 | |
| -0.1064 | -2.04 | |
| 0.1697 | 3.34 | |
| -0.2294 | -4.68 | |
| 0.2427 | 5.27 | |
| -0.1721 | -3.68 | |
| 0.0634 | 1.30 | |
| 0.0009 | 0.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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