GVK Power & Infrastructure Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.89% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4901 | 4.30 | |
| 0.3195 | 14.46 | |
| 0.6791 | 31.35 | |
| -0.3006 | -0.66 | |
| 0.2162 | 0.35 | |
| 0.3600 | 0.86 | |
| -0.5289 | -1.31 | |
| 0.5891 | 0.91 | |
| -6.8029 | -0.85 | |
| 13.0504 | 0.58 | |
| 1.7083 | 0.08 | |
| -28.1424 | -2.80 | |
| 40.2520 | 4.38 |
Estimation Period:
Jul 12, 2006 to Feb 6, 2026
Jul 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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