V-Lab: Arihants Securities Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Arihants Securities Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:51.80% (-3.04%)

Analysis last updated: Sunday, June 29, 2025 at 05:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0916	2.46
$α$	0.1445	4.71
$β$	0.6763	8.54
$γ_{1}$	-3.0590	-6.35
$γ_{2}$	3.4754	3.78
$γ_{3}$	-0.1751	-0.22
$γ_{4}$	-0.2148	-0.28
$γ_{5}$	-0.1751	-0.22
$γ_{6}$	0.1962	0.22
$γ_{7}$	0.5099	0.54
$γ_{8}$	-1.2163	-1.75
$γ_{9}$	0.7812	1.83
$γ_{10}$	-0.1474	-0.58

Estimation Period:
Sep 29, 2011 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts