LCNB Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.92% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6741 | 2.16 | |
| 0.1353 | 7.50 | |
| 0.8236 | 31.55 | |
| -0.2498 | -1.46 | |
| 0.4785 | 1.95 | |
| -0.4486 | -2.45 | |
| 0.3833 | 2.23 | |
| -0.1952 | -1.38 | |
| 0.0420 | 0.41 | |
| 0.0119 | 0.14 | |
| -0.0555 | -0.87 |
Estimation Period:
Nov 30, 1995 to Feb 6, 2026
Nov 30, 1995 to Feb 6, 2026
News Impact Curve
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