Chandrima Mercantiles Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.40% (+6.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 3.68 | |
| 0.1740 | 16.21 | |
| 0.8319 | 101.65 | |
| -0.0118 | -0.82 |
Estimation Period:
Feb 22, 2018 to Feb 6, 2026
Feb 22, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Chandrima Mercantiles Ltd Analyses
Other GJR-GARCH Analyses on International Equities