Utkarsh Small Finance Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.01% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9961 | 2.40 | |
| 0.1800 | 2.63 | |
| 0.1338 | 0.55 | |
| -7.3193 | -0.32 | |
| 11.2573 | 0.35 | |
| -12.7516 | -0.85 | |
| 23.8276 | 2.54 | |
| -19.2821 | -2.24 | |
| -7.1584 | -0.67 | |
| 32.7427 | 2.03 | |
| -48.6497 | -1.84 |
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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