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Panchmahal Steels Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.15% (-2.06%)
Analysis last updated: Tuesday, February 17, 2026 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Panchmahal Steels S0GARCH
paramt-stat
ω1.14364.16
α0.154311.24
β0.801946.12
γ1-0.2294-1.99
γ20.43022.56
γ3-0.3186-2.99
γ40.09571.04
γ50.18232.12
γ6-0.2961-3.16
γ70.14761.46
γ80.02930.29
γ9-0.0559-0.71
Estimation Period:
Oct 10, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts