Aditya Consumer Marketing GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:120.15% (+28.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7846 | 14.23 | |
| 0.1954 | 11.62 | |
| 0.6280 | 33.47 | |
| -0.0395 | -1.66 |
Estimation Period:
Oct 17, 2016 to Jan 30, 2026
Oct 17, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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