Nandan Denim Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.37% (-6.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2417 | 23.17 | |
| 0.3122 | 35.94 | |
| 0.9090 | 216.74 | |
| 0.0302 | 3.76 |
Estimation Period:
Jun 13, 2005 to Feb 6, 2026
Jun 13, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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