NRB Bank PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.88% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3421 | 7.18 | |
| 0.0899 | 11.57 | |
| 0.8673 | 77.51 |
Estimation Period:
Feb 27, 2024 to Feb 5, 2026
Feb 27, 2024 to Feb 5, 2026
News Impact Curve
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