Esaf Small Finance Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.06% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8295 | 2.13 | |
| 0.0940 | 1.30 | |
| 0.4802 | 1.46 | |
| 0.7626 | 0.03 | |
| -17.8728 | -0.52 | |
| 34.9810 | 1.53 | |
| -23.3546 | -1.06 | |
| 9.9744 | 0.54 | |
| -7.0507 | -0.33 | |
| -14.8133 | -0.63 | |
| 46.1561 | 2.31 | |
| -40.9257 | -3.17 |
Estimation Period:
Nov 11, 2023 to Feb 6, 2026
Nov 11, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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