Spandana Sphoorty Financial Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.62% (-4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5488 | 4.81 | |
| 0.1512 | 3.09 | |
| 0.2830 | 1.87 | |
| -3.7137 | -1.74 | |
| 3.9479 | 1.10 | |
| 0.6380 | 0.20 | |
| -1.4822 | -0.51 | |
| -0.9743 | -0.49 | |
| 4.6585 | 2.60 | |
| -6.4386 | -3.79 | |
| 8.0577 | 5.12 | |
| -10.2779 | -5.07 | |
| 10.2864 | 3.24 |
Estimation Period:
Aug 19, 2019 to Feb 6, 2026
Aug 19, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spandana Sphoorty Financial Analyses
Other Spline-GARCH Analyses on International Equities