Mid Penn Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.53% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0963 | 13.18 | |
| 0.1099 | 20.54 | |
| 0.8645 | 232.09 | |
| 0.0488 | 3.24 |
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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