Pratik Panel Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.46% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4558 | 2.19 | |
| 0.1131 | 7.01 | |
| 0.8263 | 28.90 | |
| -0.6122 | -2.24 | |
| 0.7580 | 2.02 | |
| 0.0017 | 0.01 | |
| -0.6117 | -2.28 | |
| 0.9619 | 3.08 | |
| -0.6081 | -1.60 | |
| -0.0013 | -0.00 | |
| 0.2736 | 0.68 |
Estimation Period:
Oct 21, 2008 to Feb 6, 2026
Oct 21, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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