Shede Spirits Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.28% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1613 | 17.83 | |
| 0.0637 | 19.74 | |
| 0.9204 | 390.67 | |
| -0.0030 | -0.58 |
Estimation Period:
May 24, 1996 to Feb 6, 2026
May 24, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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