Nbt Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.37% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5660 | 7.05 | |
| 0.1447 | 5.73 | |
| 0.8204 | 47.09 | |
| -0.1279 | -5.34 |
Estimation Period:
Jan 21, 2021 to Feb 13, 2026
Jan 21, 2021 to Feb 13, 2026
News Impact Curve
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