Mishra Dhatu Nigam Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.30% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8753 | 3.39 | |
| 0.0640 | 2.95 | |
| 0.8281 | 11.65 | |
| 1.4537 | 2.94 | |
| -2.3412 | -3.25 | |
| 1.5572 | 3.09 | |
| -0.7032 | -1.62 | |
| -0.2294 | -0.62 | |
| 0.3547 | 1.32 |
Estimation Period:
Apr 4, 2018 to Feb 6, 2026
Apr 4, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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