Bank OF NT Butterfield & SON Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.22% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8333 | 4.98 | |
| 0.1216 | 2.26 | |
| 0.0000 | 0.00 | |
| -6.5039 | -1.77 | |
| 10.4219 | 1.96 | |
| -7.5004 | -2.51 | |
| 8.7717 | 3.33 | |
| -10.2814 | -3.21 | |
| 6.3169 | 1.82 | |
| 1.8540 | 0.55 | |
| -7.6142 | -2.17 | |
| 6.7715 | 2.85 |
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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