NMB Bank Plc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.68% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 8.71 | |
| 0.0504 | 16.50 | |
| 0.9393 | 252.10 | |
| 0.0437 | 0.74 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
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