Central Bank of India GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.98% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6267 | 23.45 | |
| 0.2982 | 16.33 | |
| 0.3895 | 23.38 | |
| 0.0065 | 0.18 |
Estimation Period:
Aug 20, 2007 to Feb 6, 2026
Aug 20, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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