First Custodian Fund (India) Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.29% (-6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8648 | 2.15 | |
| 0.1506 | 6.31 | |
| 0.7831 | 20.08 | |
| 0.2076 | 0.39 | |
| -0.1445 | -0.19 | |
| -0.8841 | -1.35 | |
| 1.8103 | 2.53 | |
| -1.3399 | -2.52 | |
| 0.6232 | 1.55 | |
| -0.7159 | -1.77 | |
| 1.3360 | 2.83 |
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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