Daulat Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.02% (-3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9986 | 4.11 | |
| 0.1291 | 4.58 | |
| 0.7913 | 14.84 | |
| -0.0967 | -0.17 | |
| 0.4972 | 0.57 | |
| -1.1042 | -1.69 | |
| 2.1453 | 2.56 | |
| -3.4711 | -3.50 | |
| 3.9313 | 4.75 | |
| -2.6725 | -4.59 | |
| 0.5634 | 1.10 | |
| 0.4304 | 0.96 | |
| -0.2853 | -0.89 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
News Impact Curve
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