Gujarat Energy Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
32.54%
decreased by 2.22%
1 Week
32.49%
decreased by 2.27%
1 Month
32.44%
decreased by 2.32%
Analysis last updated: Tuesday, July 14, 2026 at 07:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 15, 2015 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9968 | 9.28*** |
α ARCH Response to squared shocks | 0.1139 | 12.35*** |
β GARCH Volatility persistence | 0.6470 | 26.67*** |
Persistence:
0.761
Half-life:
3 days
Other Gujarat Energy Ltd Analyses
Other GARCH Analyses on International Equities