Bank of NT Butterfield & Son Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.44% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0974 | 8.66 | |
| 0.0000 | 0.00 | |
| 0.9348 | 141.94 | |
| 0.0958 | 10.49 |
Estimation Period:
Sep 16, 2016 to Feb 6, 2026
Sep 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of NT Butterfield & Son Ltd/The Analyses
Other GJR-GARCH Analyses on Equities