Spandana Sphoorty Financial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.07% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5553 | 4.85 | |
| 0.1432 | 3.01 | |
| 0.3211 | 2.14 | |
| -3.5569 | -1.67 | |
| 3.7310 | 1.04 | |
| 0.7135 | 0.22 | |
| -1.5134 | -0.52 | |
| -0.9033 | -0.45 | |
| 4.4816 | 2.50 | |
| -6.0813 | -3.54 | |
| 7.3688 | 4.69 | |
| -8.8443 | -5.06 | |
| 6.6805 | 4.25 |
Estimation Period:
Aug 19, 2019 to Feb 6, 2026
Aug 19, 2019 to Feb 6, 2026
News Impact Curve
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