Sonam Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.31% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2336 | 3.98 | |
| 0.2075 | 3.43 | |
| 0.3899 | 3.26 | |
| -5.4748 | -4.33 | |
| 9.3403 | 4.75 | |
| -6.0233 | -4.14 | |
| 3.0694 | 2.63 | |
| -1.6935 | -1.89 | |
| 1.3676 | 1.73 | |
| -0.9241 | -1.05 | |
| -0.4874 | -0.36 |
Estimation Period:
Jun 14, 2018 to Feb 6, 2026
Jun 14, 2018 to Feb 6, 2026
News Impact Curve
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