Nilkamal Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.73% (+6.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1780 | 5.49 | |
| 0.0883 | 4.57 | |
| 0.6163 | 8.76 | |
| -0.1089 | -0.69 | |
| 0.0032 | 0.01 | |
| 0.2148 | 1.06 | |
| 0.0555 | 0.32 | |
| -0.4964 | -3.44 | |
| 0.4711 | 3.27 | |
| -0.0487 | -0.32 | |
| -0.1924 | -1.19 | |
| 0.1401 | 0.69 | |
| -0.2491 | -0.78 |
Estimation Period:
Jul 5, 2006 to Jan 30, 2026
Jul 5, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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