GAIL India Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.59% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1093 | 5.86 | |
| 0.0922 | 5.97 | |
| 0.8431 | 42.60 | |
| -0.0873 | -2.22 | |
| 0.1713 | 2.91 | |
| -0.1581 | -4.20 | |
| 0.1219 | 4.28 | |
| -0.0507 | -1.80 | |
| 0.0056 | 0.14 | |
| -0.0795 | -0.83 |
Estimation Period:
May 19, 1997 to Feb 6, 2026
May 19, 1997 to Feb 6, 2026
News Impact Curve
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