Northeast Bancorp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.36% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1765 | 22.52 | |
| 0.2017 | 35.01 | |
| 0.7948 | 189.20 | |
| 0.0950 | 3.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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