Spandana Sphoorty Financial AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.32% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4713 | 13.77 | |
| 0.1091 | 12.10 | |
| 0.7352 | 46.02 | |
| 0.3314 | 1.55 |
Estimation Period:
Aug 19, 2019 to Feb 13, 2026
Aug 19, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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