Capfin India Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.32% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 2.41 | |
| 0.1562 | 4.96 | |
| 0.6902 | 8.22 | |
| -16.9463 | -13.30 | |
| 24.2291 | 10.71 | |
| -10.6881 | -6.33 | |
| 3.5408 | 2.54 | |
| 0.3862 | 0.30 | |
| -0.2190 | -0.17 | |
| -1.3232 | -1.15 | |
| 2.0743 | 1.83 | |
| -1.3940 | -1.23 | |
| 0.2544 | 0.35 |
Estimation Period:
Jul 7, 2015 to May 30, 2025
Jul 7, 2015 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Capfin India Limited Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities