Bn Rathi Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.48% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2031 | 6.80 | |
| 0.1596 | 6.13 | |
| 0.6855 | 14.33 | |
| 0.8819 | 2.32 | |
| -0.8815 | -1.45 | |
| -0.2994 | -0.60 | |
| 0.4907 | 0.99 | |
| -0.3725 | -0.84 | |
| 0.5368 | 1.26 | |
| -1.1139 | -2.78 | |
| 1.6137 | 4.69 | |
| -1.4887 | -4.09 | |
| 0.9068 | 3.45 |
Estimation Period:
Jun 14, 2012 to Feb 6, 2026
Jun 14, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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