Federal-Mogul Goetz India GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.45% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0854 | 12.65 | |
| 0.0476 | 19.12 | |
| 0.9390 | 376.49 | |
| 0.0112 | 1.80 |
Estimation Period:
Jan 24, 1997 to Feb 6, 2026
Jan 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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