Skip to main content
V-Lab

Nandan Denim Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.13% (-10.15%)
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 SGARCH
paramt-stat
ω1.70423.83
α0.20436.95
β0.647113.74
γ10.29321.81
γ2-0.4725-2.15
γ30.17631.34
γ40.24772.02
γ5-0.5583-4.11
γ60.61654.10
γ7-0.5668-3.91
γ80.50633.10
γ9-0.7777-2.77
Estimation Period:
Jun 13, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts