NMB Bank Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.14% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9801 | 1.83 | |
| 0.0422 | 2.28 | |
| 0.9267 | 18.18 | |
| 0.2238 | 0.24 | |
| 0.0613 | 0.05 | |
| -0.9310 | -1.02 | |
| 1.9972 | 1.34 | |
| -4.6818 | -2.97 | |
| 7.8876 | 11.41 | |
| -7.6303 | -6.34 | |
| 4.1701 | 2.27 | |
| -1.4353 | -0.79 |
Estimation Period:
Feb 27, 2009 to Feb 6, 2026
Feb 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NMB Bank Plc Analyses
Other Spline-GARCH Analyses on International Equities