Kokuyo Camlin Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.81% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3601 | 17.10 | |
| 0.0781 | 18.99 | |
| 0.8932 | 260.40 | |
| 0.0011 | 0.15 |
Estimation Period:
Sep 28, 1995 to Feb 6, 2026
Sep 28, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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