Ujjivan Small Finance Bank AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.80% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9524 | 16.18 | |
| 0.1200 | 12.47 | |
| 0.4240 | 20.97 | |
| 0.8322 | 3.41 |
Estimation Period:
Dec 12, 2019 to Feb 6, 2026
Dec 12, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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