Creditaccess Grameen Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.39% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5988 | 12.79 | |
| 0.0844 | 7.85 | |
| 0.7929 | 74.10 | |
| 0.1019 | 4.15 |
Estimation Period:
Aug 23, 2018 to Feb 13, 2026
Aug 23, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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