Auburn National Bancorporation Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.31% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0728 | 16.46 | |
| 0.1208 | 44.36 | |
| 0.8795 | 347.08 | |
| 0.1044 | 1.71 |
Estimation Period:
Sep 11, 1995 to Feb 6, 2026
Sep 11, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Auburn National Bancorporation Inc Analyses
Other AGARCH Analyses on Equities