NSE SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.98% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0955 | 9.39 | |
| 0.1436 | 8.38 | |
| 0.9570 | 219.44 | |
| -0.0304 | -3.39 |
Estimation Period:
Dec 5, 2006 to Feb 6, 2026
Dec 5, 2006 to Feb 6, 2026
News Impact Curve
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