Essar Shipping Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.97% (-7.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8432 | 22.14 | |
| 0.2529 | 16.70 | |
| 0.6327 | 54.36 | |
| -0.1043 | -4.83 |
Estimation Period:
Nov 15, 2011 to Feb 6, 2026
Nov 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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