Larsen & Toubro Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.39% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2640 | 6.18 | |
| 0.0972 | 7.14 | |
| 0.8291 | 39.70 | |
| -0.0017 | -0.03 | |
| 0.1334 | 1.32 | |
| -0.2844 | -4.59 | |
| 0.2668 | 5.86 | |
| -0.1641 | -4.23 | |
| 0.0535 | 1.18 | |
| 0.0297 | 0.35 | |
| -0.0819 | -0.59 | |
| 0.0620 | 0.45 | |
| -0.0008 | -0.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Larsen & Toubro Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities