Larsen & Toubro Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.52% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1290 | 11.34 | |
| 0.0747 | 12.54 | |
| 0.9030 | 336.94 | |
| 0.0041 | 0.58 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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