Crisil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.59% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2647 | 15.75 | |
| 0.1375 | 22.42 | |
| 0.8232 | 144.42 | |
| 0.0026 | 0.24 |
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Oct 9, 1995 to Feb 6, 2026
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