Panchsheel Organic Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.72% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0322 | 7.02 | |
| 0.2688 | 5.64 | |
| 0.4283 | 5.98 | |
| -0.2351 | -1.11 | |
| 0.1125 | 0.38 | |
| 0.8088 | 3.09 | |
| -1.3319 | -4.43 | |
| 0.8441 | 3.46 | |
| -0.2717 | -1.38 | |
| 0.2109 | 1.20 | |
| -0.3892 | -2.02 | |
| 0.6211 | 2.77 | |
| -0.9209 | -2.34 |
Estimation Period:
Nov 27, 2008 to Feb 6, 2026
Nov 27, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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