Shree Cement Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.33% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7647 | 8.80 | |
| 0.0853 | 5.91 | |
| 0.7557 | 18.17 | |
| -0.2969 | -8.88 | |
| 0.4127 | 8.17 | |
| -0.1917 | -5.06 | |
| 0.1408 | 3.95 | |
| -0.0826 | -2.42 | |
| 0.0314 | 0.95 | |
| -0.0440 | -1.21 | |
| 0.0214 | 0.40 |
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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