North Pacific Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.12% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1222 | 6.18 | |
| 0.1818 | 6.11 | |
| 0.5681 | 9.41 | |
| 0.4677 | 4.64 | |
| -0.6228 | -4.10 | |
| 0.2793 | 2.48 | |
| -0.2491 | -2.57 | |
| 0.3012 | 3.04 | |
| -0.5092 | -2.75 |
Estimation Period:
Oct 1, 2012 to Feb 13, 2026
Oct 1, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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