Bank OF NT Butterfield & SON Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.56% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8271 | 4.97 | |
| 0.1178 | 2.22 | |
| 0.0000 | 0.00 | |
| -6.6474 | -1.83 | |
| 10.6667 | 2.03 | |
| -7.7032 | -2.60 | |
| 8.9926 | 3.44 | |
| -10.5785 | -3.34 | |
| 6.8290 | 2.01 | |
| 0.7773 | 0.25 | |
| -5.2678 | -1.77 | |
| 1.1601 | 0.28 |
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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