IGC Industries Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:101.60% (-9.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 11.14 | |
| 0.1293 | 7.11 | |
| 0.8373 | 99.02 | |
| 0.0456 | 1.19 |
Estimation Period:
Dec 26, 2016 to Feb 6, 2026
Dec 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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