AU Small Finance Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.16% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1019 | 10.77 | |
| 0.1645 | 14.97 | |
| 0.9474 | 177.69 | |
| -0.0414 | -4.69 |
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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