Northeast Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.44% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1001 | 6.65 | |
| 0.2053 | 7.34 | |
| 0.7319 | 23.76 | |
| 0.0580 | 1.13 | |
| -0.0998 | -1.24 | |
| 0.2223 | 3.08 | |
| -0.4546 | -5.81 | |
| 0.5270 | 6.78 | |
| -0.3821 | -5.88 | |
| 0.1782 | 2.97 | |
| -0.0331 | -0.35 |
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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