UCO Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.12% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0939 | 22.94 | |
| 0.1982 | 18.80 | |
| 0.6839 | 74.82 | |
| -0.0234 | -1.38 |
Estimation Period:
Oct 9, 2003 to Feb 6, 2026
Oct 9, 2003 to Feb 6, 2026
News Impact Curve
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