Nations Trust Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.37% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8268 | 5.70 | |
| 0.1345 | 6.42 | |
| 0.6969 | 13.90 | |
| -0.0116 | -0.09 | |
| -0.0033 | -0.02 | |
| 0.1250 | 0.99 | |
| -0.2652 | -2.61 | |
| 0.3023 | 3.07 | |
| -0.2592 | -2.35 | |
| 0.3073 | 1.96 | |
| -0.3087 | -1.25 | |
| 0.0539 | 0.21 | |
| 0.1067 | 0.73 |
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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