NRB Bank PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.83% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1525 | 2.99 | |
| 0.0791 | 2.36 | |
| 0.7939 | 6.80 | |
| 11.5849 | 1.88 | |
| -24.2127 | -2.77 | |
| 25.8897 | 4.62 | |
| -20.7856 | -3.47 | |
| 9.0104 | 1.79 |
Estimation Period:
Feb 27, 2024 to Feb 5, 2026
Feb 27, 2024 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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