Citizens Holding Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.07% (+3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3214 | 11.75 | |
| 0.1365 | 20.63 | |
| 0.8055 | 79.62 |
Estimation Period:
Oct 19, 1999 to Feb 13, 2026
Oct 19, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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