Peoples Financial Services Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.46% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3020 | 21.86 | |
| 0.1237 | 32.39 | |
| 0.8204 | 182.71 | |
| -0.0811 | -1.59 |
Estimation Period:
Jun 19, 2002 to Feb 13, 2026
Jun 19, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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