Nirav Commercials Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:51.68% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1540 | 6.75 | |
| 0.1442 | 8.04 | |
| 0.7257 | 18.15 | |
| 0.3042 | 1.28 | |
| -0.2576 | -0.74 | |
| -0.3103 | -1.28 | |
| 0.7010 | 2.59 | |
| -1.1508 | -4.38 | |
| 1.6542 | 6.11 | |
| -1.7000 | -6.04 | |
| 1.2195 | 4.82 | |
| -0.9382 | -3.25 |
Estimation Period:
Oct 7, 2011 to Jan 30, 2026
Oct 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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