Creditaccess Grameen Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.15% (-6.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1675 | 11.58 | |
| 0.2420 | 16.03 | |
| 0.9230 | 136.86 | |
| -0.0450 | -3.55 |
Estimation Period:
Aug 23, 2018 to Feb 6, 2026
Aug 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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