Panchsheel Organic Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.60% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0281 | 6.85 | |
| 0.2691 | 5.68 | |
| 0.4367 | 6.28 | |
| -0.2389 | -1.10 | |
| 0.1189 | 0.39 | |
| 0.7989 | 3.03 | |
| -1.3112 | -4.33 | |
| 0.8121 | 3.30 | |
| -0.2273 | -1.14 | |
| 0.1418 | 0.80 | |
| -0.2572 | -1.31 | |
| 0.3433 | 1.75 | |
| -0.2456 | -1.88 |
Estimation Period:
Nov 27, 2008 to Feb 6, 2026
Nov 27, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Panchsheel Organic Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities