Citizens & Northern Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.63% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 24.53 | |
| 0.2221 | 44.53 | |
| 0.9813 | 1,042.82 | |
| -0.0229 | -4.08 |
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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