Capital Small Finance Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.37% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3230 | 3.86 | |
| 0.0339 | 0.87 | |
| 0.6157 | 1.04 | |
| -5.2061 | -1.63 | |
| 14.2505 | 3.20 | |
| -18.1568 | -6.71 | |
| 13.8388 | 3.68 |
Estimation Period:
Feb 14, 2024 to Feb 13, 2026
Feb 14, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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