Ujjivan Small Finance Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.12% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3677 | 9.20 | |
| 0.0521 | 4.62 | |
| 0.5351 | 14.13 | |
| 0.1320 | 2.95 |
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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