NBT Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.30% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0849 | 22.76 | |
| 0.0624 | 17.94 | |
| 0.8967 | 407.22 | |
| 0.0554 | 8.03 |
Estimation Period:
Mar 17, 1992 to Feb 13, 2026
Mar 17, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other NBT Bancorp Inc Analyses
Other GJR-GARCH Analyses on Equities