Peoples Financial Corp/MS AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.01% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4478 | 21.09 | |
| 0.1956 | 38.49 | |
| 0.7585 | 145.72 | |
| -0.1547 | -2.19 |
Estimation Period:
Jul 28, 1999 to Feb 6, 2026
Jul 28, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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