Nations Trust Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.82% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2630 | 11.01 | |
| 0.1276 | 25.20 | |
| 0.8075 | 123.39 | |
| 0.0206 | 0.32 |
Estimation Period:
Feb 22, 2001 to Feb 6, 2026
Feb 22, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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