Vardhman Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.66% (-5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 43.7122 | 437,121,800.00 | |
| 0.4403 | 4,402,640.00 | |
| 0.5106 | 5,105,820.00 | |
| -84.4276 | -844,276,300.00 | |
| 277.7712 | 2,777,712,000.00 | |
| -391.4817 | -3,914,817,000.00 | |
| 314.1726 | 3,141,726,000.00 | |
| -146.9060 | -1,469,060,000.00 | |
| 27.1993 | 271,992,900.00 | |
| 3.6005 | 36,005,150.00 | |
| 2.5725 | 25,725,220.00 | |
| -6.4945 | -64,944,830.00 | |
| 12.1308 | 121,308,200.00 |
Estimation Period:
Jul 18, 1995 to Feb 6, 2026
Jul 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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