Northeast Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.30% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1686 | 22.28 | |
| 0.1736 | 17.86 | |
| 0.8006 | 193.15 | |
| 0.0492 | 3.59 |
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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