Nandani Creation Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.76% (-3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3120 | 4.55 | |
| 0.1975 | 5.69 | |
| 0.5512 | 7.86 | |
| 2.9771 | 2.80 | |
| -5.1044 | -2.56 | |
| 4.2906 | 2.64 | |
| -3.2816 | -3.16 | |
| 1.0681 | 1.50 | |
| 0.5946 | 0.82 | |
| -0.8753 | -1.08 | |
| 0.1439 | 0.11 |
Estimation Period:
Oct 16, 2017 to Feb 13, 2026
Oct 16, 2017 to Feb 13, 2026
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