GAIL India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.18% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1508 | 25.89 | |
| 0.0667 | 10.29 | |
| 0.8993 | 231.78 | |
| 0.0170 | 1.68 |
Estimation Period:
May 19, 1997 to Feb 13, 2026
May 19, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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