Bank OF NT Butterfield & SON GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.25% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5594 | 14.42 | |
| 0.0955 | 6.42 | |
| 0.7183 | 27.10 | |
| 6.0900 | 1.16 |
Estimation Period:
Jul 17, 2020 to Feb 13, 2026
Jul 17, 2020 to Feb 13, 2026
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