SBI ARUHI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.95% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6838 | 3.48 | |
| 0.3061 | 4.80 | |
| 0.4880 | 6.01 | |
| -1.3295 | -2.56 | |
| 1.4298 | 1.98 | |
| 0.1988 | 0.30 | |
| -0.8652 | -0.86 | |
| 1.1746 | 1.06 | |
| -0.8771 | -0.65 |
Estimation Period:
Dec 14, 2017 to Feb 13, 2026
Dec 14, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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