NBT Bancorp Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.04% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5055 | 8.55 | |
| 0.0792 | 39.86 | |
| 0.9866 | 646.93 | |
| 6.1254 | 9.65 |
Estimation Period:
Mar 17, 1992 to Feb 13, 2026
Mar 17, 1992 to Feb 13, 2026
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