Gujarat Gas Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
35.29%
decreased by 0.66%
1 Week
36.27%
increased by 0.32%
1 Month
37.74%
increased by 1.79%
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 | |
|---|---|---|
| 66 | ||
| 0.0359 | 3.42 | |
| 0.6029 | 12.95 | |
| 0.0665 | 5.59 | |
| 1.0103 | 0.11 | |
| 0.4945 | 0.12 | |
| 0.2665 | 0.04 |
Estimation Period:
Sep 15, 2015 to May 15, 2026
Sep 15, 2015 to May 15, 2026
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