Peoples Financial Services Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.26% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3645 | 6.82 | |
| 0.1052 | 23.35 | |
| 0.9672 | 209.48 | |
| 4.2890 | 10.23 |
Estimation Period:
Jun 19, 2002 to Feb 6, 2026
Jun 19, 2002 to Feb 6, 2026
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