LCNB Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.88% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2110 | 14.12 | |
| 0.1546 | 7.65 | |
| 0.8601 | 148.06 | |
| -0.0743 | -3.26 |
Estimation Period:
Nov 30, 1995 to Feb 6, 2026
Nov 30, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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