Modern Threads (India) Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.73% (+4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4369 | 14.47 | |
| 0.4075 | 16.27 | |
| 0.7917 | 58.32 | |
| 0.0217 | 1.07 |
Estimation Period:
Feb 14, 2024 to Feb 6, 2026
Feb 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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