Central Bank of India Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.14% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1409 | 6.75 | |
| 0.2780 | 6.50 | |
| 0.3298 | 4.38 | |
| -0.1173 | -1.12 | |
| 0.1415 | 0.95 | |
| 0.0714 | 0.59 | |
| -0.1926 | -1.05 | |
| 0.2340 | 1.08 | |
| -0.3371 | -1.91 | |
| 0.3681 | 2.94 | |
| -0.5200 | -3.43 |
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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