Bse Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.63% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9311 | 4.78 | |
| 0.0784 | 3.75 | |
| 0.7579 | 9.18 | |
| 2.7527 | 2.50 | |
| -3.6998 | -2.06 | |
| 2.4487 | 1.91 | |
| -3.2449 | -3.05 | |
| 3.4339 | 3.31 | |
| -4.1650 | -3.99 | |
| 4.7787 | 5.30 | |
| -3.1497 | -3.80 | |
| 0.6366 | 0.57 | |
| -0.3403 | -0.20 |
Estimation Period:
Feb 3, 2017 to Feb 6, 2026
Feb 3, 2017 to Feb 6, 2026
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