Elgi Equipment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.99% (-8.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0608 | 22.56 | |
| 0.1665 | 15.93 | |
| 0.6817 | 65.67 | |
| 0.0168 | 0.94 |
Estimation Period:
Apr 11, 2007 to Feb 6, 2026
Apr 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Elgi Equipment Ltd Analyses
Other GJR-GARCH Analyses on International Equities