GAIL India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.35% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1519 | 25.93 | |
| 0.0669 | 10.29 | |
| 0.8989 | 230.84 | |
| 0.0172 | 1.69 |
Estimation Period:
May 19, 1997 to Feb 6, 2026
May 19, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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