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Va Tech Wabag Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.72% (-4.29%)
Analysis last updated: Thursday, February 12, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Va Tech Wabag Ltd S0GARCH
paramt-stat
ω0.57935.68
α0.10584.27
β0.52495.42
γ1-1.1313-2.13
γ21.96912.44
γ3-1.4316-3.22
γ40.67452.49
γ50.24150.87
γ6-0.3749-1.24
γ7-0.3823-1.54
γ80.91804.30
γ9-0.8024-4.00
γ100.43603.06
Estimation Period:
Oct 15, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts