Omaxe Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.86% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4900 | 3.13 | |
| 0.1410 | 7.46 | |
| 0.8446 | 41.99 | |
| -0.5542 | -1.83 | |
| 0.8045 | 1.85 | |
| -0.2832 | -1.14 | |
| -0.2361 | -1.11 | |
| 1.1355 | 3.52 | |
| -1.6150 | -3.04 | |
| 0.9698 | 1.48 | |
| -0.1712 | -0.21 |
Estimation Period:
Aug 9, 2007 to Feb 6, 2026
Aug 9, 2007 to Feb 6, 2026
News Impact Curve
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