NBT Bancorp Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.78% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3861 | 8.15 | |
| 0.1001 | 9.31 | |
| 0.8477 | 52.89 | |
| 0.1398 | 4.76 | |
| -0.2130 | -4.51 | |
| 0.1274 | 4.13 | |
| -0.1051 | -4.58 | |
| 0.0915 | 4.10 | |
| -0.0389 | -1.64 | |
| -0.0175 | -0.45 |
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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