Utkarsh Small Finance Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.77% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6424 | 5.91 | |
| 0.0972 | 3.50 | |
| 0.8250 | 37.79 | |
| -0.0430 | -1.04 |
Estimation Period:
Jul 21, 2023 to Feb 6, 2026
Jul 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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