Federal-Mogul Goetz India Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.74% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1158 | 8.53 | |
| 0.1628 | 7.29 | |
| 0.6664 | 12.43 | |
| -0.0378 | -1.47 | |
| 0.0695 | 1.67 | |
| -0.0883 | -2.58 | |
| 0.1089 | 3.01 | |
| -0.0629 | -1.37 | |
| -0.0194 | -0.36 | |
| 0.1238 | 2.03 |
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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