PAN Electronics (India) Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.10% (-7.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3172 | 1.76 | |
| 0.1897 | 3.06 | |
| 0.4835 | 2.62 | |
| 0.8674 | 1.87 | |
| 1.9545 | 2.60 | |
| -34.3883 | -45.23 | |
| 96.8824 | 121.97 | |
| -113.0970 | -104.98 | |
| 60.0585 | 45.50 | |
| -13.8031 | -16.17 | |
| 2.3437 | 5.34 | |
| -1.3471 | -5.36 | |
| 0.6922 | 5.98 |
Estimation Period:
May 26, 2005 to Feb 6, 2026
May 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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