Automobile Corp Goa Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.07% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8644 | 16.84 | |
| 0.1158 | 16.67 | |
| 0.7768 | 92.54 | |
| 0.0244 | 1.72 |
Estimation Period:
Aug 13, 2004 to Feb 6, 2026
Aug 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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