Saksoft Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.73% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9091 | 7.02 | |
| 0.1283 | 6.43 | |
| 0.7353 | 18.51 | |
| -0.0490 | -0.97 | |
| 0.0760 | 0.95 | |
| -0.0951 | -1.63 | |
| 0.1771 | 3.39 | |
| -0.2216 | -4.05 | |
| 0.2205 | 3.17 |
Estimation Period:
Dec 28, 2005 to Feb 6, 2026
Dec 28, 2005 to Feb 6, 2026
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