Icici Securities EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 9.34 | |
| 0.3096 | 28.97 | |
| 1.0000 | 643.09 | |
| -0.0439 | -5.84 |
Estimation Period:
Apr 4, 2018 to May 30, 2025
Apr 4, 2018 to May 30, 2025
News Impact Curve
Volatility Forecasts
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