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	param	t-stat
$m$	51
$α$	0.1443	26.92
$β$	0.6364	66.19
$γ$	0.0702	6.93
$λ_{1}$	0.2629	2.72
$λ_{2}$	0.4234	5.40
$λ_{3}$	0.5448	5.79

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Auburn National Bancorporation Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:39.28% (-1.98%)

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Parameter Estimates

News Impact Curve

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