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V-Lab

Crisil Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.26% (+1.31%)
Analysis last updated: Saturday, February 7, 2026 at 11:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Crisil Ltd S0GARCH
paramt-stat
ω1.15566.91
α0.16618.94
β0.692322.74
γ1-0.0262-0.72
γ20.02240.40
γ3-0.0157-0.32
γ40.06051.09
γ5-0.0982-1.83
γ60.13362.44
γ7-0.1188-2.62
γ80.04981.70
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts