First Custodian Fund (India) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:69.29% (-6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8515 | 2.09 | |
| 0.1515 | 6.44 | |
| 0.7860 | 21.13 | |
| 0.1842 | 0.34 | |
| -0.1262 | -0.16 | |
| -0.8600 | -1.28 | |
| 1.7655 | 2.42 | |
| -1.2768 | -2.38 | |
| 0.4978 | 1.24 | |
| -0.3723 | -0.98 | |
| 0.1781 | 0.65 |
Estimation Period:
Nov 21, 2012 to Feb 6, 2026
Nov 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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