Taj Gvk Hotels Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.32% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6514 | 3.85 | |
| 0.0901 | 6.35 | |
| 0.8378 | 30.96 | |
| -0.1797 | -0.94 | |
| 0.1035 | 0.35 | |
| 0.3004 | 1.52 | |
| -0.3925 | -2.58 | |
| 0.2305 | 1.72 | |
| -0.1713 | -1.05 | |
| 0.2758 | 1.54 | |
| -0.4354 | -2.20 |
Estimation Period:
Dec 5, 2006 to Feb 6, 2026
Dec 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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