Excel Realty N Infra Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.17% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9127 | 3.18 | |
| 0.1770 | 7.02 | |
| 0.6771 | 12.78 | |
| 0.2581 | 0.67 | |
| -0.5903 | -1.07 | |
| 0.7028 | 1.73 | |
| -0.4596 | -1.21 | |
| -0.1860 | -0.59 | |
| 0.5532 | 2.50 | |
| -0.4908 | -2.69 | |
| 0.7712 | 4.17 | |
| -1.5917 | -6.49 | |
| 2.1708 | 5.81 |
Estimation Period:
Aug 3, 2009 to Feb 6, 2026
Aug 3, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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