National Bank Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.61% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 9.39 | |
| 0.0242 | 11.04 | |
| 0.9459 | 336.75 | |
| 0.0431 | 6.43 |
Estimation Period:
Sep 20, 2012 to Feb 6, 2026
Sep 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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