LCNB Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.57% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1562 | 22.86 | |
| 0.8116 | 99.86 | |
| -0.0636 | -6.87 | |
| 0.0195 | 2.42 | |
| 0.0159 | 3.08 | |
| 0.9804 | 140.41 |
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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