NRB Bank PLC AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:42.11% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5430 | 27.89 | |
| 0.0725 | 5.62 | |
| 0.0000 | 0.00 | |
| 2.6083 | 4.58 |
Estimation Period:
Feb 27, 2024 to Feb 5, 2026
Feb 27, 2024 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities