Anjani Synthetics Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.61% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9255 | 11.77 | |
| 0.0880 | 13.37 | |
| 0.8495 | 116.29 | |
| 0.0136 | 1.14 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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