FII REC REND EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
16.50%
increased by 0.35%
1 Week
17.32%
increased by 1.17%
1 Month
19.89%
increased by 3.74%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 13.33 | |
| 0.2117 | 10.56 | |
| 0.9424 | 155.64 | |
| 0.0204 | 1.81 |
Estimation Period:
Apr 29, 2019 to Jun 5, 2026
Apr 29, 2019 to Jun 5, 2026
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