Escorts Investment Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.01% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1685 | 6.84 | |
| 0.0280 | 6.66 | |
| 0.9668 | 390.62 | |
| -0.0002 | -0.02 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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