Tribhovandas Bhimj Zaveri Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.95% (-5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0463 | 5.22 | |
| 0.1314 | 5.40 | |
| 0.6231 | 8.23 | |
| -0.1586 | -0.94 | |
| 0.2476 | 0.93 | |
| -0.1126 | -0.56 | |
| 0.1114 | 0.70 | |
| -0.3824 | -2.80 | |
| 0.7606 | 4.67 | |
| -1.0918 | -2.73 |
Estimation Period:
May 9, 2012 to Feb 6, 2026
May 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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