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V-Lab

Nandan Denim Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.10% (-7.94%)
Analysis last updated: Saturday, February 7, 2026 at 11:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nandan Denim Ltd S0GARCH
paramt-stat
ω1.59933.75
α0.18126.91
β0.700114.71
γ10.24461.47
γ2-0.4069-1.81
γ30.15611.16
γ40.24371.90
γ5-0.5344-3.75
γ60.56513.62
γ7-0.4480-3.08
γ80.21711.77
γ9-0.0202-0.25
Estimation Period:
Jun 13, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts