Deepak Fertilisers Petechem GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.85% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9951 | 12.18 | |
| 0.1664 | 22.08 | |
| 0.7368 | 71.40 | |
| -0.0133 | -1.16 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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