V-Lab: Arihants Securities Ltd GJR-GARCH Volatility Analysis

V-Lab

Arihants Securities Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:42.33% (-3.33%)

Analysis last updated: Sunday, June 29, 2025 at 05:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0915	11.93
$α$	0.1377	9.84
$β$	0.8485	151.54
$γ$	0.0014	0.06

Estimation Period:
Sep 29, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts