Excel Realty N Infra Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.04% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3886 | 15.80 | |
| 0.1444 | 15.40 | |
| 0.7763 | 93.60 | |
| 0.0066 | 0.39 |
Estimation Period:
Aug 3, 2009 to Feb 13, 2026
Aug 3, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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