Caprihans India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.72% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5201 | 20.24 | |
| 0.0980 | 23.00 | |
| 0.8593 | 222.63 | |
| 0.0271 | 3.04 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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