Nations Trust Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.27% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2470 | 9.85 | |
| 0.1152 | 14.52 | |
| 0.8165 | 110.72 | |
| 0.0175 | 1.35 |
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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