Shree Cement EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.79% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 15.08 | |
| 0.0914 | 34.50 | |
| 0.9945 | 2,530.57 | |
| -0.0166 | -6.58 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities