NRB Bank PLC EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:39.86% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1497 | 7.26 | |
| 0.1810 | 10.74 | |
| 0.9341 | 106.33 | |
| -0.0313 | -2.04 |
Estimation Period:
Feb 27, 2024 to Feb 5, 2026
Feb 27, 2024 to Feb 5, 2026
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