Citizens & Northern Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.79% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2413 | 5.69 | |
| 0.1299 | 10.27 | |
| 0.8410 | 58.27 | |
| -0.1510 | -2.60 | |
| 0.4081 | 4.28 | |
| -0.4988 | -6.47 | |
| 0.3273 | 4.87 | |
| -0.0487 | -0.87 | |
| -0.0648 | -1.30 | |
| 0.0266 | 0.67 |
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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