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V-Lab

Bank OF NT Butterfield & SON Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.56% (-1.08%)
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 SGARCH
paramt-stat
ω0.82714.97
α0.11782.22
β0.00000.00
γ1-6.6474-1.83
γ210.66672.03
γ3-7.7032-2.60
γ48.99263.44
γ5-10.5785-3.34
γ66.82902.01
γ70.77730.25
γ8-5.2678-1.77
γ91.16010.28
Estimation Period:
Jul 17, 2020 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts