NMB Bank Plc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.50% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 13.51 | |
| 0.1503 | 16.83 | |
| 0.9626 | 278.37 | |
| -0.0255 | -2.42 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
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