Vakrangee Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.98% (+3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0193 | 5.99 | |
| 0.1740 | 7.16 | |
| 0.6722 | 12.56 | |
| -0.0927 | -1.14 | |
| 0.1095 | 0.86 | |
| -0.0296 | -0.25 | |
| -0.0059 | -0.05 | |
| 0.0639 | 0.69 | |
| 0.0344 | 0.41 | |
| -0.2500 | -2.09 | |
| 0.3143 | 1.89 | |
| -0.4153 | -2.41 |
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Jan 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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