QNB Bank AS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.10% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2990 | 7.39 | |
| 0.0759 | 12.44 | |
| 0.9162 | 170.84 | |
| -0.0183 | -1.49 |
Estimation Period:
Sep 8, 1993 to Feb 13, 2026
Sep 8, 1993 to Feb 13, 2026
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