Dhruva Capital Services Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.22% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3484 | 3,484,340.00 | |
| 0.0696 | 696,300.00 | |
| 0.9304 | 9,303,670.00 | |
| 2.4368 | 24,368,380.00 | |
| -7.1077 | -71,077,000.00 | |
| 14.1852 | 141,851,900.00 | |
| -30.8282 | -308,281,800.00 | |
| 47.2309 | 472,309,200.00 | |
| -43.5974 | -435,974,300.00 | |
| 26.8504 | 268,503,900.00 | |
| -13.4258 | -134,257,500.00 | |
| 6.1826 | 61,826,450.00 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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