Arshiya Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.75% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5814 | 4.10 | |
| 0.1707 | 7.53 | |
| 0.6611 | 16.07 | |
| 0.4224 | 2.23 | |
| -0.8718 | -3.24 | |
| 0.6912 | 3.61 | |
| -0.2227 | -1.06 | |
| -0.1615 | -0.74 | |
| 0.1829 | 1.00 | |
| -0.0137 | -0.08 | |
| -0.0698 | -0.46 | |
| 0.0131 | 0.10 | |
| 0.2628 | 1.32 |
Estimation Period:
Jan 23, 2006 to Feb 13, 2026
Jan 23, 2006 to Feb 13, 2026
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