Auburn National Bancorporation Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.74% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 20.96 | |
| 0.2138 | 41.63 | |
| 0.9824 | 918.14 | |
| -0.0163 | -2.81 |
Estimation Period:
Sep 11, 1995 to Feb 6, 2026
Sep 11, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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