Madhusudan Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.62% (-8.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2826 | 4.09 | |
| 0.1953 | 6.85 | |
| 0.7167 | 15.44 | |
| 2.0574 | 4.71 | |
| -3.3705 | -5.24 | |
| 2.2430 | 4.34 | |
| -1.3679 | -1.98 | |
| 0.8276 | 1.06 | |
| -0.7482 | -1.08 | |
| 0.8645 | 1.39 | |
| -0.9987 | -2.06 | |
| 0.6016 | 2.44 |
Estimation Period:
Jul 3, 2012 to Feb 6, 2026
Jul 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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