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V-Lab

NMB Bank Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.34% (+0.13%)
Analysis last updated: Sunday, February 8, 2026 at 03:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NMB Bank Plc S0GARCH
paramt-stat
ω0.87482.25
α0.09683.61
β0.751011.88
γ10.28830.36
γ2-0.1005-0.09
γ3-0.6453-1.08
γ41.53901.87
γ5-4.1080-4.33
γ67.238917.12
γ7-7.0524-10.85
γ83.81154.31
γ9-1.1418-1.98
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts