Steel Authority Of India Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.35% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6750 | 5.10 | |
| 0.0900 | 7.95 | |
| 0.8678 | 58.38 | |
| -0.1113 | -3.33 | |
| 0.1589 | 3.27 | |
| -0.0829 | -3.00 | |
| 0.0776 | 3.57 | |
| -0.0738 | -3.88 | |
| 0.0401 | 1.59 |
Estimation Period:
Mar 27, 1995 to Feb 6, 2026
Mar 27, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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