ACNB Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.16% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1412 | 24.68 | |
| 0.1673 | 24.88 | |
| 0.8216 | 239.96 | |
| -0.0144 | -1.22 |
Estimation Period:
Apr 4, 1994 to Feb 6, 2026
Apr 4, 1994 to Feb 6, 2026
News Impact Curve
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