Peoples Financial Services Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.20% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 19.60 | |
| 0.1817 | 23.23 | |
| 0.9702 | 563.06 | |
| 0.0004 | 0.05 |
Estimation Period:
Jun 19, 2002 to Feb 6, 2026
Jun 19, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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