S.Alam Cold Rolled Steels Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.25% (+9.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0860 | 4.93 | |
| 0.4478 | 121.74 | |
| 0.5515 | 152.67 | |
| -0.3238 | -1.09 | |
| 0.3174 | 0.82 | |
| 0.0370 | 0.17 | |
| 0.0170 | 0.08 | |
| -0.1708 | -0.59 | |
| -5.3885 | -13.25 | |
| 21.7577 | 27.68 | |
| -56.9803 | -10.58 |
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Oct 3, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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