Amarnath Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.56% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1924 | 1.68 | |
| 0.2051 | 6.03 | |
| 0.6861 | 13.23 | |
| 0.1250 | 0.11 | |
| 1.0339 | 0.68 | |
| -2.3561 | -2.51 | |
| 2.1285 | 2.68 | |
| -1.5126 | -2.02 | |
| 1.1447 | 1.38 | |
| -0.7657 | -1.01 | |
| 0.1366 | 0.19 | |
| 0.1214 | 0.16 |
Estimation Period:
Jun 19, 2014 to Feb 13, 2026
Jun 19, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Amarnath Securities Ltd Analyses
Other Spline-GARCH Analyses on International Equities