SBI ARUHI Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.95% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6834 | 3.48 | |
| 0.3070 | 4.78 | |
| 0.4861 | 5.94 | |
| -1.3330 | -2.57 | |
| 1.4303 | 1.99 | |
| 0.2033 | 0.31 | |
| -0.8573 | -0.88 | |
| 1.1246 | 1.18 | |
| -0.7155 | -1.35 |
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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