India Glycol GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.26% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2458 | 8.55 | |
| 0.0467 | 8.87 | |
| 0.9262 | 158.49 | |
| 0.0093 | 1.34 |
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Aug 31, 1992 to Feb 6, 2026
News Impact Curve
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