Emudhra Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.41% (-4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6190 | 4.56 | |
| 0.2531 | 2.66 | |
| 0.0059 | 0.07 | |
| -15.0161 | -3.21 | |
| 28.5266 | 3.49 | |
| -27.6252 | -4.25 | |
| 26.0127 | 5.15 | |
| -21.6189 | -3.63 | |
| 15.8694 | 2.42 | |
| -9.1521 | -1.65 | |
| -0.5936 | -0.14 | |
| 21.5450 | 3.55 |
Estimation Period:
Jun 1, 2022 to Feb 6, 2026
Jun 1, 2022 to Feb 6, 2026
News Impact Curve
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