Sita Enterprises Ltd AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 29th, 2026
1 Day
70.21%
decreased by 2.67%
1 Week
70.39%
decreased by 2.49%
1 Month
71.10%
decreased by 1.78%
Analysis last updated: Friday, June 26, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 13.71 | |
| 0.0954 | 33.52 | |
| 0.9051 | 336.45 | |
| 0.0288 | 0.54 |
Estimation Period:
Nov 13, 2008 to Jun 25, 2026
Nov 13, 2008 to Jun 25, 2026
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