Vikalp Securities Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:64.12% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0224 | -2.50 | |
| 0.0322 | 11.31 | |
| 0.9723 | 397.49 | |
| 0.8496 | 5.09 |
Estimation Period:
Feb 17, 2011 to Jan 30, 2026
Feb 17, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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