Arihants Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.94% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 12.24 | |
| 0.1464 | 10.44 | |
| 0.8422 | 150.77 | |
| 0.0050 | 0.21 |
Estimation Period:
Sep 29, 2011 to Feb 6, 2026
Sep 29, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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