Escorts Investment Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.12% (+3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7763 | 4.41 | |
| 0.1544 | 5.08 | |
| 0.4059 | 3.93 | |
| -0.7436 | -1.39 | |
| 1.1432 | 1.42 | |
| -0.9271 | -1.93 | |
| 0.6871 | 2.08 | |
| 0.1412 | 0.57 | |
| -0.7412 | -2.45 | |
| 0.9640 | 2.38 | |
| -0.8725 | -2.38 | |
| 0.6063 | 1.90 | |
| -0.4028 | -0.89 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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