Canare Electric Co Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 26th, 2026
1 Day
17.84%
decreased by 0.93%
1 Week
18.66%
decreased by 0.11%
1 Month
21.60%
increased by 2.83%
Analysis last updated: Friday, June 26, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 12.10 | |
| 0.1275 | 16.48 | |
| 0.8616 | 220.25 | |
| 0.0217 | 1.47 |
Estimation Period:
Jan 23, 1995 to Jun 19, 2026
Jan 23, 1995 to Jun 19, 2026
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