LCNB Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.60% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0719 | 5.35 | |
| 0.1765 | 19.58 | |
| 0.9719 | 251.27 | |
| 0.0644 | 6.44 |
Estimation Period:
Nov 30, 1995 to Feb 6, 2026
Nov 30, 1995 to Feb 6, 2026
News Impact Curve
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