NRB Bank PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.41% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3326 | 7.74 | |
| 0.0680 | 6.32 | |
| 0.8693 | 77.55 | |
| 0.0453 | 2.06 |
Estimation Period:
Feb 27, 2024 to Feb 5, 2026
Feb 27, 2024 to Feb 5, 2026
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