AU Small Finance Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.34% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7782 | 6.47 | |
| 0.1720 | 3.62 | |
| 0.4399 | 4.15 | |
| 0.0629 | 0.25 | |
| -0.0156 | -0.04 | |
| -0.3984 | -1.10 | |
| 0.6801 | 1.99 | |
| -0.6507 | -1.55 |
Estimation Period:
Jul 10, 2017 to Feb 13, 2026
Jul 10, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AU Small Finance Bank Ltd Analyses
Other Spline-GARCH Analyses on International Equities