Federal Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.96% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0851 | 2.63 | |
| 0.1562 | 6.81 | |
| 0.6794 | 14.88 | |
| 0.1267 | 1.31 | |
| -0.2155 | -1.77 | |
| 0.1010 | 1.78 | |
| 0.0146 | 0.26 | |
| -0.0958 | -1.69 | |
| 0.1692 | 3.16 | |
| -0.1644 | -2.90 | |
| 0.1081 | 1.77 | |
| -0.1341 | -1.98 | |
| 0.2179 | 2.02 |
Estimation Period:
Jun 3, 1994 to Feb 6, 2026
Jun 3, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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