Bank OF NT Butterfield & SON GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.07% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0853 | 23.20 | |
| 0.1352 | 5.13 | |
| 0.0000 | 0.00 | |
| 0.0420 | 0.68 |
Estimation Period:
Jul 17, 2020 to Feb 13, 2026
Jul 17, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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