First Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.17% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0620 | 22.01 | |
| 0.0602 | 19.07 | |
| 0.9107 | 386.23 | |
| 0.0334 | 5.18 |
Estimation Period:
Mar 3, 1992 to Feb 6, 2026
Mar 3, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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