Gujarat Gas Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.83% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8955 | 7.92 | |
| 0.0712 | 5.59 | |
| 0.6808 | 27.08 | |
| 0.0489 | 2.04 |
Estimation Period:
Sep 15, 2015 to Feb 6, 2026
Sep 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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