NMB Bank Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.55% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 9.56 | |
| 0.0426 | 7.74 | |
| 0.9359 | 231.78 | |
| 0.0216 | 1.77 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
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