Citizens Holding Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.51% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1479 | 18.47 | |
| 0.5964 | 21.72 | |
| 0.0329 | 2.21 | |
| 1.4797 | 0.51 | |
| 0.6820 | 0.41 | |
| 0.0000 | 0.00 |
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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