Larsen & Toubro Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.59% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1291 | 11.33 | |
| 0.0748 | 12.55 | |
| 0.9030 | 336.82 | |
| 0.0039 | 0.55 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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