GAIL India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.72% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1515 | 25.89 | |
| 0.0668 | 10.27 | |
| 0.8990 | 230.88 | |
| 0.0172 | 1.70 |
Estimation Period:
May 19, 1997 to Jan 30, 2026
May 19, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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