India Motor Parts GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.31% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2336 | 13.55 | |
| 0.1732 | 15.25 | |
| 0.8092 | 94.48 | |
| -0.0371 | -1.95 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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