Saumya Consultants Limited EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70.29% (-6.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 16.65 | |
| 0.1851 | 18.19 | |
| 0.9655 | 419.26 | |
| -0.0057 | -0.94 |
Estimation Period:
Jul 28, 2015 to Jan 30, 2026
Jul 28, 2015 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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