NRB Bank PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:54.98% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5852 | 2.33 | |
| 0.0638 | 11.29 | |
| 0.9640 | 60.06 | |
| 3.0647 | 4.70 |
Estimation Period:
Feb 27, 2024 to Feb 5, 2026
Feb 27, 2024 to Feb 5, 2026
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