QNB Bank AS Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.91% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3510 | 1.28 | |
| 0.1961 | 9.40 | |
| 0.6883 | 23.27 | |
| -0.1036 | -0.97 | |
| -0.0212 | -0.19 | |
| 0.1216 | 2.17 | |
| 0.1205 | 2.44 | |
| -0.2076 | -3.64 | |
| 0.1743 | 2.51 | |
| -0.1390 | -2.26 | |
| 0.0644 | 0.85 | |
| -0.0086 | -0.07 |
Estimation Period:
Sep 8, 1993 to Feb 6, 2026
Sep 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities