Spandana Sphoorty Financial EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.15% (-11.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1800 | 3.67 | |
| 0.1246 | 2.69 | |
| 0.4005 | 2.50 | |
| 0.1684 | 3.55 |
Estimation Period:
Aug 18, 2025 to Feb 6, 2026
Aug 18, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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