Northeast Bancorp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.70% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 22.53 | |
| 0.2988 | 39.84 | |
| 0.9709 | 632.51 | |
| -0.0274 | -4.09 |
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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