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V-Lab

Sundaram Finance Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.08% (-4.11%)
Analysis last updated: Tuesday, February 10, 2026 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sundaram Finance Ltd SGARCH
paramt-stat
ω1.38766.48
α0.15025.33
β0.56127.78
γ1-0.2642-1.71
γ20.52102.00
γ3-0.3495-1.48
γ40.07450.35
γ50.05300.38
γ60.07300.66
γ7-0.4065-3.10
γ80.71924.55
γ9-0.9589-4.08
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts