Nandani Creation Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.60% (-10.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3105 | 4.53 | |
| 0.1978 | 5.68 | |
| 0.5440 | 7.66 | |
| 2.9813 | 2.77 | |
| -5.1001 | -2.54 | |
| 4.2580 | 2.61 | |
| -3.2091 | -3.09 | |
| 0.9627 | 1.35 | |
| 0.7048 | 0.98 | |
| -1.0127 | -1.40 | |
| 0.4781 | 0.95 |
Estimation Period:
Oct 16, 2017 to Feb 6, 2026
Oct 16, 2017 to Feb 6, 2026
News Impact Curve
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