Aravali Securities & Finance GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.84% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 6.50 | |
| 0.0362 | 5.74 | |
| 0.9433 | 376.58 | |
| 0.0407 | 2.24 |
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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