Mid Penn Bancorp Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.06% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1005 | 16.55 | |
| 0.1426 | 29.45 | |
| 0.8566 | 230.65 | |
| 0.0080 | 0.12 |
Estimation Period:
Jan 16, 1997 to Feb 6, 2026
Jan 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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