NRB Bank PLC APARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:36.42% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5705 | 3.38 | |
| 0.0781 | 7.07 | |
| 0.8556 | 70.91 | |
| 0.1097 | 4.09 | |
| 2.5699 | 10.01 |
Estimation Period:
Feb 27, 2024 to Feb 5, 2026
Feb 27, 2024 to Feb 5, 2026
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