Bn Rathi Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.84% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1427 | 8.18 | |
| 0.1899 | 6.21 | |
| 0.5575 | 8.83 | |
| 0.6355 | 4.43 | |
| -0.9215 | -4.01 | |
| 0.3391 | 1.95 | |
| 0.0322 | 0.21 | |
| -0.3705 | -2.43 | |
| 0.6920 | 4.41 | |
| -1.1268 | -4.51 |
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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