Vikalp Securities Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:73.35% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 5.84 | |
| 0.1151 | 10.04 | |
| 0.9882 | 359.72 | |
| -0.0336 | -3.99 |
Estimation Period:
Feb 17, 2011 to Jan 30, 2026
Feb 17, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Vikalp Securities Ltd Analyses
Other EGARCH Analyses on International Equities