Thomas Scott (India) Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.84% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4492 | 4.33 | |
| 0.1437 | 6.97 | |
| 0.7810 | 20.13 | |
| -0.3607 | -2.44 | |
| 0.1868 | 0.83 | |
| 0.4549 | 3.39 | |
| -0.4795 | -4.30 | |
| 0.5007 | 3.80 |
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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