Citizens Holding Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.73% (+8.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.7143 | 4.34 | |
| 0.1327 | 32.20 | |
| 0.9590 | 101.64 | |
| 2.5520 | 38.64 |
Estimation Period:
Oct 19, 1999 to Feb 13, 2026
Oct 19, 1999 to Feb 13, 2026
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