Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.07% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1150 | 5.94 | |
| 0.0972 | 7.15 | |
| 0.8300 | 40.09 | |
| -0.0106 | -0.16 | |
| 0.1411 | 1.37 | |
| -0.2818 | -4.49 | |
| 0.2643 | 5.75 | |
| -0.1624 | -4.16 | |
| 0.0518 | 1.14 | |
| 0.0319 | 0.37 | |
| -0.0844 | -0.60 | |
| 0.0645 | 0.47 | |
| -0.0025 | -0.03 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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