Orrstown Financial Services Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.08% (-3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1756 | 24.84 | |
| 0.7216 | 98.75 | |
| -0.0088 | -0.89 | |
| 0.0648 | 5.77 | |
| 0.0386 | 4.92 | |
| 0.9487 | 103.38 |
Estimation Period:
Jul 22, 1998 to Feb 6, 2026
Jul 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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