National Stock Exchange CNX Nifty Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.77% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 16.82 | |
| 0.2160 | 42.03 | |
| 0.9826 | 1,195.32 | |
| -0.0530 | -13.05 |
Estimation Period:
Jul 2, 1990 to Feb 13, 2026
Jul 2, 1990 to Feb 13, 2026
News Impact Curve
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