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V-Lab

Utkarsh Small Finance Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.01% (-2.54%)
Analysis last updated: Tuesday, February 10, 2026 at 09:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Utkarsh Small Finance Bank SGARCH
paramt-stat
ω0.99612.40
α0.18002.63
β0.13380.55
γ1-7.3193-0.32
γ211.25730.35
γ3-12.7516-0.85
γ423.82762.54
γ5-19.2821-2.24
γ6-7.1584-0.67
γ732.74272.03
γ8-48.6497-1.84
Estimation Period:
Jul 21, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts