Bharat Heavy Electricals Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.73% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3211 | 6.60 | |
| 0.1245 | 8.23 | |
| 0.7970 | 39.00 | |
| 0.2869 | 6.84 | |
| -0.4193 | -6.83 | |
| 0.2084 | 5.01 | |
| -0.1194 | -2.94 | |
| 0.1163 | 3.01 | |
| -0.1488 | -3.60 | |
| 0.1592 | 3.29 | |
| -0.1703 | -2.69 | |
| 0.1205 | 1.20 |
Estimation Period:
Oct 12, 1992 to Feb 6, 2026
Oct 12, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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