Thomas Scott (India) Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.22% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2797 | 2.82 | |
| 0.1347 | 6.31 | |
| 0.7461 | 15.49 | |
| -2.2486 | -2.96 | |
| 2.6510 | 2.26 | |
| -0.5984 | -0.73 | |
| -0.2936 | -0.45 | |
| 1.1462 | 2.58 | |
| -0.7082 | -1.60 | |
| 0.1629 | 0.38 | |
| -0.6279 | -1.78 | |
| 1.1783 | 4.17 | |
| -0.9619 | -4.65 |
Estimation Period:
May 28, 2013 to Feb 6, 2026
May 28, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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