Ujjivan Small Finance Bank EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.87% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4744 | 6.25 | |
| 0.2044 | 12.65 | |
| 0.7600 | 21.29 | |
| -0.0652 | -3.21 |
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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