Crisil Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.57% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 20.10 | |
| 0.2424 | 37.69 | |
| 0.9461 | 331.25 | |
| 0.0156 | 2.17 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
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