Citizens & Northern Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.14% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 18.39 | |
| 0.1029 | 44.07 | |
| 0.8952 | 403.07 |
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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