Saumya Consultants Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.95% (-4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.1577 | 2.59 | |
| 0.1117 | 4.66 | |
| 0.8850 | 65.30 | |
| 10.3190 | 2.39 | |
| -30.7852 | -5.46 | |
| 54.8606 | 27.71 | |
| -62.9412 | -21.38 | |
| 42.6148 | 8.92 | |
| -19.6772 | -5.41 | |
| 7.3469 | 3.10 | |
| -2.2475 | -1.38 |
Estimation Period:
Jul 28, 2015 to Jan 30, 2026
Jul 28, 2015 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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