AU Small Finance Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.01% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9760 | 4.81 | |
| 0.0718 | 20.19 | |
| 0.9684 | 130.94 | |
| 3.6116 | 8.79 |
Estimation Period:
Jul 10, 2017 to Feb 13, 2026
Jul 10, 2017 to Feb 13, 2026
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