Aygaz As Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.15% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7906 | 6.70 | |
| 0.1331 | 7.75 | |
| 0.7083 | 18.36 | |
| 0.0360 | 1.08 | |
| -0.0987 | -2.16 | |
| 0.1504 | 5.76 | |
| -0.1641 | -6.16 | |
| 0.1230 | 3.89 | |
| -0.0329 | -0.99 | |
| -0.0104 | -0.32 | |
| -0.0963 | -2.05 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
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