NSE SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.08% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8706 | 3.83 | |
| 0.1158 | 3.21 | |
| 0.8549 | 18.63 | |
| -0.0257 | -1.76 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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