North Pacific Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.94% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8155 | 20.80 | |
| 0.1469 | 17.31 | |
| 0.8613 | 126.42 | |
| 6.0569 | 5.03 |
Estimation Period:
Oct 1, 2012 to Feb 13, 2026
Oct 1, 2012 to Feb 13, 2026
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