Amarnath Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.90% (+18.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1260 | 11.55 | |
| 0.1894 | 7.69 | |
| 0.8084 | 76.05 | |
| -0.0373 | -0.92 |
Estimation Period:
Jun 19, 2014 to Feb 13, 2026
Jun 19, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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