Mac Charles (India) Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.90% (-7.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5267 | 6.93 | |
| 0.1537 | 6.80 | |
| 0.7642 | 21.05 | |
| 0.2238 | 1.10 | |
| -0.2560 | -0.81 | |
| 0.2079 | 0.88 | |
| -0.6955 | -2.48 | |
| 1.2891 | 3.38 | |
| -1.2357 | -3.27 | |
| 0.7027 | 2.14 | |
| -0.5150 | -1.75 | |
| 0.4877 | 1.70 | |
| -0.5282 | -1.14 |
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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