Shree Digvijay Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.24% (+6.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0842 | 11.40 | |
| 0.1487 | 6.60 | |
| 0.5956 | 10.31 | |
| 0.1417 | 3.87 | |
| -0.2507 | -4.07 | |
| 0.2330 | 4.64 | |
| -0.1937 | -4.42 | |
| 0.1097 | 2.52 | |
| -0.1218 | -2.31 | |
| 0.2117 | 2.20 |
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Jun 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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