Choksi Asia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:80.75% (+14.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0975 | 20.21 | |
| 0.1121 | 13.85 | |
| 0.7984 | 109.94 | |
| 0.0045 | 0.29 |
Estimation Period:
Oct 19, 2009 to Feb 6, 2026
Oct 19, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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