Dhruva Capital Services Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.98% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 7.08 | |
| 0.0562 | 12.00 | |
| 0.9500 | 247.92 | |
| -0.0155 | -2.69 |
Estimation Period:
Oct 6, 2011 to Feb 6, 2026
Oct 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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