Citizens Community Bancorp Inc/WI GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 12.46 | |
| 0.0949 | 18.15 | |
| 0.8655 | 192.46 | |
| 0.0792 | 6.62 |
Estimation Period:
Mar 30, 2004 to Feb 6, 2026
Mar 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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