SBI Global Asset Management Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.82% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 15.00 | |
| 0.0823 | 15.90 | |
| 0.9132 | 359.25 | |
| 0.0089 | 0.93 |
Estimation Period:
Jan 5, 2001 to Feb 13, 2026
Jan 5, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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