Nandani Creation Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.55% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4587 | 11.37 | |
| 0.1056 | 7.96 | |
| 0.8428 | 80.48 | |
| 0.0385 | 1.64 |
Estimation Period:
Oct 16, 2017 to Feb 13, 2026
Oct 16, 2017 to Feb 13, 2026
News Impact Curve
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