Panchsheel Organic EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.53% (+3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3282 | 27.34 | |
| 0.3314 | 34.12 | |
| 0.8804 | 196.56 | |
| -0.0092 | -0.73 |
Estimation Period:
Nov 27, 2008 to Feb 6, 2026
Nov 27, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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