Ptc India Financial Services Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.11% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6988 | 6.24 | |
| 0.1342 | 4.54 | |
| 0.6493 | 9.66 | |
| -0.5487 | -1.56 | |
| 1.1586 | 2.20 | |
| -1.2969 | -3.78 | |
| 1.0820 | 3.33 | |
| -0.4925 | -1.62 | |
| 0.2968 | 1.12 | |
| -0.5975 | -1.86 | |
| 0.8645 | 1.99 | |
| -0.9267 | -2.02 | |
| 0.4375 | 0.86 |
Estimation Period:
Mar 30, 2011 to Feb 6, 2026
Mar 30, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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