City Union Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.32% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1955 | 5.18 | |
| 0.2229 | 7.79 | |
| 0.4419 | 7.54 | |
| -0.0964 | -0.72 | |
| 0.3239 | 1.62 | |
| -0.5196 | -4.01 | |
| 0.4231 | 4.06 | |
| -0.1146 | -1.14 | |
| -0.0260 | -0.28 | |
| 0.0441 | 0.44 | |
| -0.0268 | -0.20 | |
| -0.1223 | -0.75 | |
| 0.3332 | 1.65 |
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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