Sundaram Clayton Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.69% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0297 | 4.83 | |
| 0.2425 | 2.40 | |
| 0.4238 | 2.47 | |
| 3.0286 | 1.45 | |
| -6.6509 | -2.05 | |
| 8.6747 | 3.22 |
Estimation Period:
Dec 29, 2023 to Feb 6, 2026
Dec 29, 2023 to Feb 6, 2026
News Impact Curve
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