Crompton Greaves Consumer GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.63% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3636 | 8.85 | |
| 0.0354 | 7.11 | |
| 0.8495 | 71.25 | |
| 0.0360 | 3.06 |
Estimation Period:
May 13, 2016 to Feb 13, 2026
May 13, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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