NSE SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.55% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2938 | 7.45 | |
| 0.1171 | 7.31 | |
| 0.8632 | 73.29 | |
| -0.0223 | -0.97 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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