Auburn National Bancorporation Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.07% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0548 | 14.21 | |
| 0.0849 | 20.21 | |
| 0.9005 | 363.24 | |
| 0.0292 | 3.24 |
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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