Virginia National Bankshares Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.46% (-6.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3659 | 27.28 | |
| 0.3178 | 15.04 | |
| -0.1158 | -4.21 | |
| 0.7859 | 1.66 | |
| 0.6161 | 2.49 | |
| 0.3112 | 1.12 |
Estimation Period:
May 11, 1999 to Feb 6, 2026
May 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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