Deepak Nitrite GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.70% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 10.96 | |
| 0.0409 | 16.98 | |
| 0.9608 | 695.70 | |
| -0.0172 | -4.78 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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