NSE SA GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.57% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2049 | 10.65 | |
| 0.1253 | 23.50 | |
| 0.8407 | 136.75 |
Estimation Period:
Dec 5, 2006 to Feb 6, 2026
Dec 5, 2006 to Feb 6, 2026
News Impact Curve
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