Jhaveri Credits & Capital Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.11% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5837 | 5.74 | |
| 0.1642 | 7.71 | |
| 0.7162 | 17.39 | |
| 0.1058 | 0.18 | |
| 0.1708 | 0.19 | |
| -0.0908 | -0.15 | |
| -0.7852 | -1.48 | |
| 1.2273 | 2.17 | |
| -1.0461 | -1.83 | |
| 1.1823 | 2.12 | |
| -1.8475 | -3.70 | |
| 1.8873 | 4.75 | |
| -1.1583 | -1.83 |
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Jul 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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