City Union Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.95% (-4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0723 | 21.74 | |
| 0.1983 | 15.67 | |
| 0.5851 | 48.78 | |
| 0.0318 | 1.31 |
Estimation Period:
May 26, 2003 to Feb 6, 2026
May 26, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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