Peoples Financial Corp/MS EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.60% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2716 | 22.11 | |
| 0.3700 | 41.97 | |
| 0.8738 | 136.99 | |
| 0.0332 | 3.26 |
Estimation Period:
Jul 28, 1999 to Feb 13, 2026
Jul 28, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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