CIE Automotive India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.60% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2995 | 15.46 | |
| 0.0994 | 20.07 | |
| 0.8571 | 137.80 | |
| 0.0324 | 2.82 |
Estimation Period:
Aug 29, 2006 to Feb 6, 2026
Aug 29, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CIE Automotive India Ltd Analyses
Other GJR-GARCH Analyses on International Equities