NSE SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.31% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1764 | 9.77 | |
| 0.1332 | 23.88 | |
| 0.8340 | 140.05 | |
| 0.5151 | 6.43 |
Estimation Period:
Dec 5, 2006 to Feb 6, 2026
Dec 5, 2006 to Feb 6, 2026
News Impact Curve
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