Citizens & Northern Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.72% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 17.39 | |
| 0.0851 | 20.26 | |
| 0.8942 | 396.88 | |
| 0.0368 | 4.59 |
Estimation Period:
Nov 29, 1995 to Feb 13, 2026
Nov 29, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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