NMB Bank Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.34% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8748 | 2.25 | |
| 0.0968 | 3.61 | |
| 0.7510 | 11.88 | |
| 0.2883 | 0.36 | |
| -0.1005 | -0.09 | |
| -0.6453 | -1.08 | |
| 1.5390 | 1.87 | |
| -4.1080 | -4.33 | |
| 7.2389 | 17.12 | |
| -7.0524 | -10.85 | |
| 3.8115 | 4.31 | |
| -1.1418 | -1.98 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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