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V-Lab

Mastek Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.11% (+2.67%)
Analysis last updated: Saturday, February 7, 2026 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mastek Ltd SGARCH
paramt-stat
ω1.20168.26
α0.14067.08
β0.704015.07
γ10.06771.06
γ2-0.1129-1.02
γ3-0.0230-0.20
γ40.19371.37
γ5-0.2375-1.90
γ60.23992.69
γ7-0.2536-3.07
γ80.23053.10
γ9-0.2210-3.36
γ100.23702.55
Estimation Period:
Apr 9, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts