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V-Lab

Esaf Small Finance Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.06% (+0.76%)
Analysis last updated: Saturday, February 7, 2026 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Esaf Small Finance Bank S0GARCH
paramt-stat
ω0.82952.13
α0.09401.30
β0.48021.46
γ10.76260.03
γ2-17.8728-0.52
γ334.98101.53
γ4-23.3546-1.06
γ59.97440.54
γ6-7.0507-0.33
γ7-14.8133-0.63
γ846.15612.31
γ9-40.9257-3.17
Estimation Period:
Nov 11, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts