Union Bank of India GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.16% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9057 | 15.94 | |
| 0.1235 | 18.31 | |
| 0.7530 | 76.33 | |
| 0.0393 | 3.06 |
Estimation Period:
Sep 24, 2002 to Feb 6, 2026
Sep 24, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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