AU Small Finance Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.79% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6758 | 12.20 | |
| 0.0727 | 9.42 | |
| 0.7617 | 50.71 | |
| 0.1052 | 4.59 |
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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