Sonal Mercantile Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.45% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2525 | 21.38 | |
| 0.6158 | 36.92 | |
| -0.0500 | -1.80 | |
| 0.2418 | 0.41 | |
| 0.3155 | 0.31 | |
| 0.6718 | 0.63 |
Estimation Period:
Feb 9, 2015 to Feb 6, 2026
Feb 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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