Aravali Securities & Finance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:63.33% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9525 | 6.46 | |
| 0.1157 | 6.34 | |
| 0.8164 | 23.43 | |
| -0.3644 | -1.21 | |
| 0.9916 | 1.97 | |
| -1.4589 | -2.83 | |
| 1.2685 | 2.09 | |
| -1.2104 | -1.45 | |
| 2.5808 | 2.68 | |
| -3.0141 | -4.34 | |
| 1.3052 | 2.64 | |
| -0.0900 | -0.24 | |
| 0.0328 | 0.17 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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