Mac Charles (India) Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.57% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3548 | 6.48 | |
| 0.1453 | 7.30 | |
| 0.7836 | 25.12 | |
| -0.0135 | -0.11 | |
| 0.2150 | 1.04 | |
| -0.5654 | -3.00 | |
| 0.8142 | 3.83 | |
| -0.6584 | -3.10 | |
| 0.2289 | 1.18 | |
| -0.0745 | -0.43 | |
| 0.0846 | 0.70 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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