Peoples Financial Services Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.97% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2149 | 19.21 | |
| 0.1042 | 14.81 | |
| 0.8597 | 190.04 | |
| -0.0078 | -0.60 |
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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