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V-Lab

Dalal Street Investments Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.65% (+0.21%)
Analysis last updated: Saturday, February 7, 2026 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dalal Street Investments SGARCH
paramt-stat
ω0.00004.00
α0.25275.75
β0.745816.85
γ1-17.5778-12.63
γ222.38759.06
γ3-7.5964-4.02
γ44.27862.52
γ5-1.9021-1.28
γ60.23700.19
γ70.41810.38
γ8-0.2755-0.30
γ9-0.1913-0.21
γ100.71910.57
Estimation Period:
Oct 18, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts