Crisil Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.26% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1556 | 6.91 | |
| 0.1661 | 8.94 | |
| 0.6923 | 22.74 | |
| -0.0262 | -0.72 | |
| 0.0224 | 0.40 | |
| -0.0157 | -0.32 | |
| 0.0605 | 1.09 | |
| -0.0982 | -1.83 | |
| 0.1336 | 2.44 | |
| -0.1188 | -2.62 | |
| 0.0498 | 1.70 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
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