Spandana Sphoorty Financial EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.12% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1125 | 9.14 | |
| 0.1569 | 13.22 | |
| 0.9564 | 201.14 | |
| -0.0394 | -3.69 |
Estimation Period:
Aug 19, 2019 to Feb 6, 2026
Aug 19, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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