Rbl Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.36% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 6.08 | |
| 0.1160 | 20.48 | |
| 0.9892 | 548.03 | |
| -0.0387 | -6.61 |
Estimation Period:
Aug 31, 2016 to Feb 13, 2026
Aug 31, 2016 to Feb 13, 2026
News Impact Curve
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