Daulat Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:88.97% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9305 | 3.91 | |
| 0.1309 | 4.58 | |
| 0.7881 | 14.53 | |
| -0.2247 | -0.40 | |
| 0.6765 | 0.78 | |
| -1.1903 | -1.83 | |
| 2.2116 | 2.64 | |
| -3.5362 | -3.59 | |
| 4.0103 | 4.86 | |
| -2.8033 | -4.78 | |
| 0.8394 | 1.59 | |
| -0.2011 | -0.42 | |
| 1.2800 | 2.13 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
News Impact Curve
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