AU Small Finance Bank Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.89% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0548 | 24.46 | |
| 0.2263 | 19.17 | |
| 0.4077 | 36.57 | |
| 0.5777 | 4.65 |
Estimation Period:
Jul 10, 2017 to Feb 13, 2026
Jul 10, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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