Pratik Panel Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.57% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4600 | 2.19 | |
| 0.1134 | 7.04 | |
| 0.8266 | 29.13 | |
| -0.6030 | -2.21 | |
| 0.7472 | 1.99 | |
| 0.0006 | 0.00 | |
| -0.6060 | -2.27 | |
| 0.9640 | 3.14 | |
| -0.6313 | -1.72 | |
| 0.0604 | 0.15 | |
| 0.0776 | 0.28 |
Estimation Period:
Oct 21, 2008 to Feb 13, 2026
Oct 21, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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