AU Small Finance Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.54% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7541 | 8.08 | |
| 0.1816 | 3.84 | |
| 0.4546 | 5.16 | |
| 0.0184 | 0.23 | |
| -0.1334 | -1.03 | |
| 0.1824 | 2.36 |
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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