Mid Penn Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.12% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9190 | 3.91 | |
| 0.1541 | 6.63 | |
| 0.7699 | 27.21 | |
| -0.2608 | -1.80 | |
| 0.8409 | 4.34 | |
| -1.1768 | -10.53 | |
| 0.8384 | 7.13 | |
| -0.2167 | -1.67 | |
| -0.1029 | -0.87 | |
| 0.1442 | 1.57 | |
| -0.0934 | -1.44 |
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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