Peoples Financial Corp/MS GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.55% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4325 | 20.40 | |
| 0.1910 | 37.23 | |
| 0.7658 | 138.71 |
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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