Dalal Street Investments Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.65% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 4.00 | |
| 0.2527 | 5.75 | |
| 0.7458 | 16.85 | |
| -17.5778 | -12.63 | |
| 22.3875 | 9.06 | |
| -7.5964 | -4.02 | |
| 4.2786 | 2.52 | |
| -1.9021 | -1.28 | |
| 0.2370 | 0.19 | |
| 0.4181 | 0.38 | |
| -0.2755 | -0.30 | |
| -0.1913 | -0.21 | |
| 0.7191 | 0.57 |
Estimation Period:
Oct 18, 2011 to Feb 6, 2026
Oct 18, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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