Gujarat Gas Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
32.19%
decreased by 1.67%
1 Week
32.15%
decreased by 1.71%
1 Month
32.10%
decreased by 1.76%
Analysis last updated: Thursday, May 21, 2026 at 07:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9352 | 8.14 | |
| 0.0794 | 5.99 | |
| 0.6667 | 26.59 | |
| 0.0496 | 2.02 |
Estimation Period:
Sep 15, 2015 to May 15, 2026
Sep 15, 2015 to May 15, 2026
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