Abhinav Capital Services Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:86.74% (+15.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 4.00 | |
| 0.1458 | 3.33 | |
| 0.8522 | 19.67 | |
| -31.8875 | -10.99 | |
| 44.9169 | 6.87 | |
| -17.6993 | -2.85 | |
| 5.0021 | 1.42 | |
| -0.0656 | -0.03 | |
| -0.1480 | -0.07 | |
| -0.5385 | -0.32 | |
| 0.4900 | 0.36 | |
| -0.2828 | -0.26 | |
| 0.3915 | 0.56 |
Estimation Period:
Mar 24, 2014 to Feb 6, 2026
Mar 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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