NSE SA GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.97% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2868 | 7.44 | |
| 0.1085 | 11.64 | |
| 0.8626 | 73.57 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
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