Arihant Capital Markets GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.35% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3924 | 14.14 | |
| 0.0726 | 13.35 | |
| 0.8076 | 84.13 | |
| 0.0382 | 3.26 |
Estimation Period:
Mar 10, 2010 to Feb 6, 2026
Mar 10, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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