Citizens & Northern Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.30% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1354 | 5.01 | |
| 0.1335 | 10.25 | |
| 0.8318 | 53.93 | |
| -0.2470 | -1.98 | |
| 0.3421 | 1.79 | |
| 0.1954 | 1.15 | |
| -0.6588 | -3.22 | |
| 0.4100 | 2.22 | |
| 0.0267 | 0.20 | |
| 0.0238 | 0.21 | |
| -0.2307 | -2.13 | |
| 0.2959 | 2.41 | |
| -0.4420 | -2.05 |
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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