Ujjivan Small Finance Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.74% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3006 | 6.93 | |
| 0.1118 | 3.20 | |
| 0.4929 | 3.07 | |
| 0.0120 | 0.59 |
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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