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V-Lab

NMB Bank Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.14% (+0.35%)
Analysis last updated: Tuesday, February 10, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NMB Bank Plc SGARCH
paramt-stat
ω0.98011.83
α0.04222.28
β0.926718.18
γ10.22380.24
γ20.06130.05
γ3-0.9310-1.02
γ41.99721.34
γ5-4.6818-2.97
γ67.887611.41
γ7-7.6303-6.34
γ84.17012.27
γ9-1.4353-0.79
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts