Skip to main content
V-Lab

Saumya Consultants Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.95% (-4.15%)
Analysis last updated: Thursday, February 12, 2026 at 09:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saumya Consultants Limited S0GARCH
paramt-stat
ω8.15772.59
α0.11174.66
β0.885065.30
γ110.31902.39
γ2-30.7852-5.46
γ354.860627.71
γ4-62.9412-21.38
γ542.61488.92
γ6-19.6772-5.41
γ77.34693.10
γ8-2.2475-1.38
Estimation Period:
Jul 28, 2015 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts