Larsen & Toubro Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.65% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0724 | 5.98 | |
| 0.0964 | 7.17 | |
| 0.8318 | 40.82 | |
| -0.0340 | -0.52 | |
| 0.1851 | 1.83 | |
| -0.3220 | -5.14 | |
| 0.3006 | 6.49 | |
| -0.1902 | -4.73 | |
| 0.0676 | 1.44 | |
| 0.0280 | 0.31 | |
| -0.0904 | -0.61 | |
| 0.0814 | 0.52 | |
| -0.0455 | -0.35 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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