Chambal Breweries & Distill GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.94% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1909 | 15.35 | |
| 0.1195 | 20.19 | |
| 0.8429 | 217.18 | |
| 0.0581 | 6.45 |
Estimation Period:
Jul 11, 2013 to Feb 6, 2026
Jul 11, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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