NBT Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.21% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3245 | 7.94 | |
| 0.1000 | 9.30 | |
| 0.8482 | 52.97 | |
| 0.1338 | 4.51 | |
| -0.2037 | -4.26 | |
| 0.1215 | 3.91 | |
| -0.1005 | -4.38 | |
| 0.0886 | 4.05 | |
| -0.0388 | -1.93 | |
| -0.0128 | -0.82 |
Estimation Period:
Mar 17, 1992 to Feb 6, 2026
Mar 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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