Asit C Mehta Financial Svcs Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:67.70% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9366 | 5.54 | |
| 0.1693 | 9.85 | |
| 0.7198 | 21.80 | |
| 0.5873 | 3.91 | |
| -0.7308 | -3.12 | |
| 0.1649 | 0.85 | |
| -0.0944 | -0.52 | |
| 0.2963 | 1.92 | |
| -0.4704 | -3.48 | |
| 0.5765 | 3.66 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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