Arshiya Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.34% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5824 | 4.11 | |
| 0.1709 | 7.54 | |
| 0.6631 | 16.07 | |
| 0.4066 | 2.14 | |
| -0.8424 | -3.11 | |
| 0.6678 | 3.46 | |
| -0.2082 | -0.99 | |
| -0.1661 | -0.76 | |
| 0.1782 | 0.97 | |
| 0.0033 | 0.02 | |
| -0.1150 | -0.76 | |
| 0.1265 | 1.12 | |
| -0.0457 | -0.53 |
Estimation Period:
Jan 23, 2006 to Feb 13, 2026
Jan 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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