Rupa & Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.29% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3072 | 16.85 | |
| 0.3096 | 27.67 | |
| 0.8471 | 88.40 | |
| 0.0573 | 5.13 |
Estimation Period:
Sep 9, 2011 to Feb 6, 2026
Sep 9, 2011 to Feb 6, 2026
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