Rupali Bank PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.99% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 7.99 | |
| 0.0787 | 14.26 | |
| 0.9248 | 320.68 | |
| -0.0141 | -1.52 |
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Oct 3, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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