Ambuja Cements Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.72% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1786 | 10.44 | |
| 0.0733 | 15.62 | |
| 0.8882 | 207.86 | |
| 0.0188 | 2.11 |
Estimation Period:
Jan 2, 1991 to Feb 6, 2026
Jan 2, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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