Auburn National Bancorporation Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.03% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 15.86 | |
| 0.1006 | 37.72 | |
| 0.8994 | 358.47 |
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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