Aravali Securities & Finance Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.04% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9348 | 6.32 | |
| 0.1165 | 6.38 | |
| 0.8151 | 23.43 | |
| -0.4136 | -1.37 | |
| 1.0770 | 2.13 | |
| -1.5298 | -2.97 | |
| 1.3329 | 2.20 | |
| -1.2639 | -1.52 | |
| 2.6278 | 2.73 | |
| -3.0670 | -4.39 | |
| 1.3853 | 2.73 | |
| -0.2451 | -0.59 | |
| 0.4006 | 0.98 |
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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