Indian Energy Exch Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.94% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3755 | 1.85 | |
| 0.1609 | 3.00 | |
| 0.4673 | 4.24 | |
| -1.3661 | -0.76 | |
| 1.5841 | 0.67 | |
| -0.0446 | -0.05 | |
| -0.9814 | -1.21 | |
| 1.7389 | 2.07 | |
| -1.4058 | -1.74 | |
| 0.7884 | 0.66 |
Estimation Period:
Oct 23, 2017 to Feb 6, 2026
Oct 23, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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