Tamilnad Mercantile Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.53% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 8.35 | |
| 0.1824 | 9.69 | |
| 0.9236 | 101.91 | |
| 0.0993 | 4.92 |
Estimation Period:
Sep 13, 2022 to Feb 6, 2026
Sep 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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