Citizens Financial Svcs Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.75% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0775 | 23.48 | |
| 0.2302 | 35.28 | |
| 0.9678 | 577.45 | |
| 0.0004 | 0.05 |
Estimation Period:
Jan 5, 1999 to Feb 6, 2026
Jan 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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