Citizens & Northern Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.16% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.1361 | 5.40 | |
| 0.1052 | 71.52 | |
| 0.9940 | 952.13 | |
| 4.5540 | 27.43 |
Estimation Period:
Nov 29, 1995 to Feb 6, 2026
Nov 29, 1995 to Feb 6, 2026
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