Bharat Heavy Electricals Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.62% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3244 | 6.60 | |
| 0.1246 | 8.23 | |
| 0.7968 | 38.95 | |
| 0.2877 | 6.85 | |
| -0.4202 | -6.84 | |
| 0.2081 | 5.00 | |
| -0.1189 | -2.92 | |
| 0.1162 | 3.00 | |
| -0.1490 | -3.58 | |
| 0.1594 | 3.27 | |
| -0.1697 | -2.67 | |
| 0.1184 | 1.19 |
Estimation Period:
Oct 12, 1992 to Jan 30, 2026
Oct 12, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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