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Bank OF NT Butterfield & SON Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.22% (-0.94%)
Analysis last updated: Saturday, February 14, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bank OF NT Butterfield & SON S0GARCH
paramt-stat
ω0.83334.98
α0.12162.26
β0.00000.00
γ1-6.5039-1.77
γ210.42191.96
γ3-7.5004-2.51
γ48.77173.33
γ5-10.2814-3.21
γ66.31691.82
γ71.85400.55
γ8-7.6142-2.17
γ96.77152.85
Estimation Period:
Jul 17, 2020 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts