Honeywell Automation India GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.26% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0792 | 16.60 | |
| 0.0623 | 18.84 | |
| 0.9302 | 391.32 | |
| -0.0085 | -1.50 |
Estimation Period:
Nov 4, 1996 to Feb 6, 2026
Nov 4, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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