NSE SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.47% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1143 | 7.60 | |
| 0.2208 | 14.40 | |
| 0.9526 | 136.92 | |
| 0.0447 | 4.36 |
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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