Icici Securities GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 8.72 | |
| 0.0706 | 9.96 | |
| 0.9103 | 186.05 | |
| 0.0382 | 3.30 |
Estimation Period:
Apr 4, 2018 to May 30, 2025
Apr 4, 2018 to May 30, 2025
News Impact Curve
Volatility Forecasts
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