Northeast Bancorp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.66% (+6.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.3121 | 24.99 | |
| 0.4554 | 33.72 | |
| -0.0189 | -1.06 | |
| 0.0855 | 4.38 | |
| 0.0887 | 5.23 | |
| 0.8997 | 46.01 |
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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