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Dalal Street Investments Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.68% (+0.16%)
Analysis last updated: Tuesday, February 10, 2026 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dalal Street Investments S0GARCH
paramt-stat
ω0.00004.00
α0.25925.87
β0.740116.72
γ1-17.8595-13.47
γ222.70789.62
γ3-7.6345-4.23
γ44.30512.66
γ5-2.1116-1.45
γ60.78010.59
γ7-0.1832-0.16
γ8-0.0764-0.09
γ90.01690.02
γ100.12930.22
Estimation Period:
Oct 18, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts