Federal-Mogul Goetz India Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.39% (+22.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1398 | 8.48 | |
| 0.1575 | 7.35 | |
| 0.6908 | 14.42 | |
| -0.0319 | -1.22 | |
| 0.0608 | 1.44 | |
| -0.0855 | -2.45 | |
| 0.1126 | 3.08 | |
| -0.0785 | -1.76 | |
| 0.0225 | 0.47 | |
| 0.0060 | 0.18 |
Estimation Period:
Jan 24, 1997 to Feb 6, 2026
Jan 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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