City Union Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.05% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4282 | 8.00 | |
| 0.1156 | 19.45 | |
| 0.9317 | 102.58 | |
| 3.8666 | 9.08 |
Estimation Period:
May 26, 2003 to Feb 6, 2026
May 26, 2003 to Feb 6, 2026
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