Excel Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.98% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6719 | 19.84 | |
| 0.1341 | 16.36 | |
| 0.7951 | 103.45 | |
| 0.0496 | 3.59 |
Estimation Period:
Sep 19, 1994 to Feb 6, 2026
Sep 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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