Dharani Sugars & Chemicals EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:1.94% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 22.74 | |
| 0.2780 | 45.20 | |
| 0.9748 | 858.06 | |
| -0.0179 | -3.88 |
Estimation Period:
Jul 3, 2003 to May 30, 2025
Jul 3, 2003 to May 30, 2025
News Impact Curve
Volatility Forecasts
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