Sonam Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.80% (-4.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2346 | 4.01 | |
| 0.2094 | 3.46 | |
| 0.3794 | 3.14 | |
| -5.4351 | -4.30 | |
| 9.2769 | 4.73 | |
| -5.9913 | -4.14 | |
| 3.0779 | 2.65 | |
| -1.7767 | -2.00 | |
| 1.6070 | 2.09 | |
| -1.5062 | -2.06 | |
| 1.0516 | 1.89 |
Estimation Period:
Jun 14, 2018 to Feb 6, 2026
Jun 14, 2018 to Feb 6, 2026
News Impact Curve
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