Andhra Petrochemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.56% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1544 | 14.82 | |
| 0.0521 | 20.68 | |
| 0.9432 | 525.17 | |
| -0.0097 | -2.29 |
Estimation Period:
Oct 10, 1995 to Feb 13, 2026
Oct 10, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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