Ferozsons Laboratories Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.45% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4095 | 20.81 | |
| 0.1153 | 19.42 | |
| 0.8068 | 141.84 | |
| 0.0128 | 1.24 |
Estimation Period:
Mar 23, 2005 to Feb 6, 2026
Mar 23, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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