S.Alam Cold Rolled Steels EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.55% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1110 | 10.78 | |
| 0.1934 | 22.36 | |
| 0.9585 | 197.30 | |
| -0.0064 | -0.95 |
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Oct 3, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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