Citizens Holding Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.21% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3222 | 11.72 | |
| 0.1338 | 10.70 | |
| 0.8052 | 79.80 | |
| 0.0061 | 0.29 |
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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