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

V-Lab

Arihants Securities Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:42.94% (-3.52%)

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
$ω$	0.0837	2.42
$α$	0.1427	4.71
$β$	0.6782	8.53
$γ_{1}$	-3.2289	-6.70
$γ_{2}$	3.7087	4.02
$γ_{3}$	-0.2687	-0.34
$γ_{4}$	-0.1709	-0.22
$γ_{5}$	-0.1926	-0.24
$γ_{6}$	0.1944	0.22
$γ_{7}$	0.5442	0.57
$γ_{8}$	-1.3262	-1.87
$γ_{9}$	1.0489	2.09
$γ_{10}$	-0.8475	-1.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts