Peoples Financial Services Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.90% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2051 | 19.25 | |
| 0.0980 | 26.44 | |
| 0.8642 | 195.74 |
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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