U.H. Zaveri Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.01% (-8.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1256 | 2.69 | |
| 0.2053 | 4.17 | |
| 0.4290 | 3.29 | |
| 3.1254 | 1.38 | |
| -5.4665 | -1.57 | |
| 4.8255 | 2.34 | |
| -3.2977 | -2.17 | |
| 0.7503 | 0.49 | |
| -0.8406 | -0.63 | |
| 2.3157 | 2.32 | |
| -2.0705 | -2.88 |
Estimation Period:
May 22, 2018 to Feb 13, 2026
May 22, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other U.H. Zaveri Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities