Arihants Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.01% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1573 | 2.27 | |
| 0.1550 | 4.97 | |
| 0.6606 | 8.55 | |
| -1.8050 | -4.67 | |
| 2.0915 | 2.91 | |
| -0.0162 | -0.03 | |
| -0.4272 | -0.74 | |
| 0.1017 | 0.16 | |
| 0.5588 | 0.92 | |
| -0.9888 | -2.30 | |
| 0.4938 | 1.69 | |
| 0.0212 | 0.12 |
Estimation Period:
Sep 29, 2011 to Feb 6, 2026
Sep 29, 2011 to Feb 6, 2026
News Impact Curve
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