Batliboi & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.60% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7150 | 16.47 | |
| 0.0923 | 13.20 | |
| 0.7889 | 76.75 | |
| -0.0171 | -1.22 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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