NRB Bank PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.76% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9431 | 122.26 | |
| 0.0812 | 10.62 | |
| 4.1154 | 0.71 | |
| 0.5019 | 0.56 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 27, 2024 to Feb 5, 2026
Feb 27, 2024 to Feb 5, 2026
News Impact Curve
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