Peoples Financial Corp/MS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.43% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4806 | 4.78 | |
| 0.1938 | 7.71 | |
| 0.7058 | 19.17 | |
| -0.0813 | -0.39 | |
| 0.0516 | 0.16 | |
| 0.2667 | 1.10 | |
| -0.3896 | -1.75 | |
| -0.0008 | -0.00 | |
| 0.4359 | 2.34 | |
| -0.5714 | -2.83 | |
| 0.6994 | 2.67 | |
| -0.8052 | -2.53 | |
| 0.5469 | 2.40 |
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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