NSE SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.03% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4232 | 9.50 | |
| 0.1333 | 14.57 | |
| 0.8213 | 76.78 | |
| -0.2229 | -1.22 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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