ACNB Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.95% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2566 | 6.55 | |
| 0.1832 | 10.73 | |
| 0.7630 | 38.84 | |
| -0.0634 | -1.32 | |
| 0.0886 | 1.17 | |
| 0.0205 | 0.37 | |
| -0.1591 | -2.52 | |
| 0.2425 | 3.33 | |
| -0.2070 | -3.18 | |
| 0.1428 | 2.78 | |
| -0.1053 | -2.69 |
Estimation Period:
Apr 4, 1994 to Feb 6, 2026
Apr 4, 1994 to Feb 6, 2026
News Impact Curve
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