CNB Financial Corp/PA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.88% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1727 | 23.16 | |
| 0.1109 | 23.36 | |
| 0.8301 | 206.91 | |
| 0.0631 | 5.87 |
Estimation Period:
Jul 27, 1995 to Feb 6, 2026
Jul 27, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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