Auburn National Bancorporation Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.40% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4288 | 8.09 | |
| 0.1365 | 8.96 | |
| 0.8342 | 45.99 | |
| 0.0099 | 6.31 |
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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