DCB Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.29% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3986 | 15.38 | |
| 0.0692 | 17.18 | |
| 0.8565 | 153.19 | |
| 0.0522 | 5.66 |
Estimation Period:
Oct 26, 2006 to Feb 6, 2026
Oct 26, 2006 to Feb 6, 2026
News Impact Curve
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