Dalal Street Investments GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.89% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0148 | 11.83 | |
| 0.1396 | 8.86 | |
| 0.8469 | 160.94 | |
| 0.0270 | 1.04 |
Estimation Period:
Oct 18, 2011 to Feb 13, 2026
Oct 18, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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