V-Lab: Farmers National Banc Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Farmers National Banc Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:15654.08% (-1737.18%)

Analysis last updated: Monday, May 6, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0164	13.96
$α$	0.0934	115.54
$β$	0.9990	14478.26
$ν$	2	2000002.00

Estimation Period:
Mar 9, 1994 to May 3, 2024