Seshasayee Paper&B Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.77% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5052 | 11.94 | |
| 0.0909 | 6.61 | |
| 0.8394 | 30.72 | |
| -0.0006 | -0.11 | |
| 0.0069 | 0.76 | |
| -0.0174 | -1.29 |
Estimation Period:
Sep 26, 1995 to Feb 6, 2026
Sep 26, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Seshasayee Paper&B Analyses
Other Spline-GARCH Analyses on International Equities