Chenab Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.68% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 3.61 | |
| 0.0576 | 12.99 | |
| 0.9340 | 275.43 | |
| 0.0168 | 1.90 |
Estimation Period:
Oct 19, 2005 to Feb 13, 2026
Oct 19, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities