Peoples Financial Corp/MS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.87% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4303 | 20.36 | |
| 0.2172 | 17.30 | |
| 0.7679 | 142.92 | |
| -0.0584 | -2.95 |
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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