Thirumalai Chem Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.36% (-5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9632 | 7.25 | |
| 0.1468 | 6.63 | |
| 0.6346 | 14.20 | |
| -0.0190 | -1.62 | |
| 0.0203 | 1.22 | |
| 0.0189 | 1.65 | |
| -0.0439 | -3.42 | |
| 0.0224 | 1.43 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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