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First Custodian Fund (India) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.29% (-6.40%)
Analysis last updated: Saturday, February 7, 2026 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Custodian Fund (India) SGARCH
paramt-stat
ω0.86482.15
α0.15066.31
β0.783120.08
γ10.20760.39
γ2-0.1445-0.19
γ3-0.8841-1.35
γ41.81032.53
γ5-1.3399-2.52
γ60.62321.55
γ7-0.7159-1.77
γ81.33602.83
Estimation Period:
Nov 21, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts