V-Lab
LCNB Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:38.72% (-1.15%)
Analysis last updated: Tuesday, May 7, 2024 at 09:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1684 | 21.87 | |
| 0.7992 | 90.21 | |
| -0.0641 | -6.18 | |
| 0.0205 | 2.38 | |
| 0.0165 | 3.04 | |
| 0.9799 | 134.47 |
Estimation Period:
Nov 30, 1995 to May 3, 2024
Nov 30, 1995 to May 3, 2024