NSE SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.74% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2148 | 10.49 | |
| 0.0997 | 11.24 | |
| 0.8305 | 126.91 | |
| 0.0760 | 5.26 |
Estimation Period:
Dec 5, 2006 to Feb 6, 2026
Dec 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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