Saumya Consultants Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.39% (-3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5706 | 2.51 | |
| 0.1111 | 4.55 | |
| 0.8857 | 65.47 | |
| 10.6963 | 2.38 | |
| -31.8962 | -5.49 | |
| 56.7418 | 28.64 | |
| -65.0729 | -22.28 | |
| 44.1609 | 9.30 | |
| -20.6143 | -5.71 | |
| 8.0797 | 3.37 | |
| -3.1006 | -1.27 |
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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