Alembic Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.14% (+7.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3203 | 19.59 | |
| 0.1749 | 16.32 | |
| 0.6735 | 54.60 | |
| 0.0717 | 3.03 |
Estimation Period:
Sep 7, 2001 to Feb 13, 2026
Sep 7, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities