Dhruv Consultancy Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.94% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9555 | 6.88 | |
| 0.1011 | 3.10 | |
| 0.7923 | 12.47 | |
| -0.1300 | -4.25 | |
| 0.1896 | 4.93 |
Estimation Period:
May 14, 2018 to Feb 6, 2026
May 14, 2018 to Feb 6, 2026
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