Citizens Holding Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.40% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1489 | 11.71 | |
| 0.2359 | 21.24 | |
| 0.9225 | 111.96 | |
| 0.0107 | 0.91 |
Estimation Period:
Oct 19, 1999 to Feb 6, 2026
Oct 19, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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