Bank Of Kochi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.51% (-12.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3536 | 17.35 | |
| 0.2582 | 13.85 | |
| 0.6919 | 62.52 | |
| -0.0392 | -1.71 |
Estimation Period:
Mar 1, 2006 to Feb 13, 2026
Mar 1, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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