Power & Instrumental (Gujara Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.80% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8646 | 2.79 | |
| 0.1477 | 5.39 | |
| 0.7077 | 10.19 | |
| -3.2422 | -1.74 | |
| 5.7552 | 2.04 | |
| -1.9883 | -1.01 | |
| -1.7915 | -0.99 | |
| 2.1472 | 1.50 | |
| -1.7486 | -1.65 | |
| 1.2463 | 1.49 | |
| -0.1749 | -0.25 | |
| -0.3754 | -0.80 |
Estimation Period:
Apr 23, 2018 to Feb 6, 2026
Apr 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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