SBI ARUHI Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.40% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1118 | 5.38 | |
| 0.5188 | 18.54 | |
| 0.2529 | 11.27 | |
| 0.0013 | 0.13 | |
| 0.0050 | 0.70 | |
| 0.9939 | 103.23 |
Estimation Period:
Dec 14, 2017 to Feb 10, 2026
Dec 14, 2017 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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