Peoples Financial Corp/MS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.61% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3901 | 4.97 | |
| 0.2097 | 7.40 | |
| 0.6750 | 17.38 | |
| -0.1586 | -1.80 | |
| 0.3552 | 2.74 | |
| -0.3504 | -3.65 | |
| 0.2056 | 2.07 | |
| -0.0612 | -0.58 | |
| 0.1120 | 0.87 | |
| -0.3981 | -1.22 |
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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