Shree Cement Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.86% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7840 | 8.95 | |
| 0.0845 | 5.89 | |
| 0.7605 | 18.54 | |
| -0.2853 | -8.54 | |
| 0.3943 | 7.80 | |
| -0.1798 | -4.73 | |
| 0.1323 | 3.69 | |
| -0.0784 | -2.29 | |
| 0.0343 | 1.06 | |
| -0.0605 | -1.95 | |
| 0.0740 | 3.29 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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