V-Lab: LCNB Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

LCNB Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:39.71% (-4.50%)

Analysis last updated: Wednesday, May 8, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	16.0462	5.14
$α$	0.1487	69.38
$β$	0.9831	310.62
$ν$	3	73.91

Estimation Period:
Nov 30, 1995 to May 3, 2024