Citizens & Northern Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.43% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 16.15 | |
| 0.1059 | 45.10 | |
| 0.8917 | 404.23 | |
| 0.1260 | 3.10 |
Estimation Period:
Nov 29, 1995 to Feb 6, 2026
Nov 29, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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