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V-Lab

City Union Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.32% (+0.38%)
Analysis last updated: Thursday, February 12, 2026 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of City Union Bank Ltd SGARCH
paramt-stat
ω1.19555.18
α0.22297.79
β0.44197.54
γ1-0.0964-0.72
γ20.32391.62
γ3-0.5196-4.01
γ40.42314.06
γ5-0.1146-1.14
γ6-0.0260-0.28
γ70.04410.44
γ8-0.0268-0.20
γ9-0.1223-0.75
γ100.33321.65
Estimation Period:
May 26, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts