NSE SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.28% (-4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1115 | 4.46 | |
| 0.4941 | 11.12 | |
| 0.0757 | 2.65 | |
| 2.8379 | 0.23 | |
| 0.6634 | 0.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
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