Larsen & Toubro Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.72% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1289 | 11.35 | |
| 0.0747 | 12.55 | |
| 0.9030 | 336.94 | |
| 0.0042 | 0.58 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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