Hindustan Construction Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.15% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6878 | 17.25 | |
| 0.1228 | 12.86 | |
| 0.7720 | 84.34 | |
| -0.0123 | -0.88 |
Estimation Period:
Jan 15, 1997 to Feb 13, 2026
Jan 15, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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