Sonal Mercantile Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.41% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2028 | 22.87 | |
| 0.3318 | 14.76 | |
| 0.9222 | 229.52 | |
| -0.0173 | -1.01 |
Estimation Period:
Feb 9, 2015 to Feb 6, 2026
Feb 9, 2015 to Feb 6, 2026
News Impact Curve
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