India Glycol EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.13% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4792 | 7.06 | |
| 0.2250 | 20.39 | |
| 0.8016 | 27.71 | |
| 0.0048 | 0.60 |
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Aug 31, 1992 to Feb 6, 2026
News Impact Curve
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