Bharat Heavy Electricals Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.10% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3110 | 6.58 | |
| 0.1237 | 8.21 | |
| 0.7983 | 39.23 | |
| 0.2860 | 6.83 | |
| -0.4184 | -6.83 | |
| 0.2088 | 5.03 | |
| -0.1201 | -2.96 | |
| 0.1167 | 3.02 | |
| -0.1489 | -3.61 | |
| 0.1596 | 3.32 | |
| -0.1723 | -2.73 | |
| 0.1279 | 1.26 |
Estimation Period:
Oct 12, 1992 to Feb 13, 2026
Oct 12, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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