Rbl Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.85% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8037 | 6.73 | |
| 0.0943 | 3.33 | |
| 0.7602 | 9.79 | |
| -0.0743 | -0.12 | |
| 0.7985 | 0.81 | |
| -0.4155 | -0.60 | |
| -1.8422 | -3.17 | |
| 3.1215 | 4.29 | |
| -3.1219 | -3.12 | |
| 2.6588 | 2.59 | |
| -1.8060 | -2.34 | |
| 0.9943 | 2.11 |
Estimation Period:
Aug 31, 2016 to Feb 6, 2026
Aug 31, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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