North Pacific Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.09% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7464 | 18.61 | |
| 0.1651 | 13.94 | |
| 0.6606 | 51.95 | |
| 0.0439 | 1.71 |
Estimation Period:
Oct 1, 2012 to Feb 13, 2026
Oct 1, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other North Pacific Bank Ltd Analyses
Other GJR-GARCH Analyses on International Equities