Chordia Food Products GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.40% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2754 | 18.63 | |
| 0.1301 | 8.87 | |
| 0.7696 | 82.97 | |
| -0.0192 | -0.77 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Chordia Food Products Analyses
Other GJR-GARCH Analyses on International Equities