Jhaveri Credits & Capital GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.93% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1969 | 16.76 | |
| 0.1700 | 17.08 | |
| 0.8124 | 146.99 | |
| -0.0297 | -1.85 |
Estimation Period:
Jul 6, 2012 to Feb 13, 2026
Jul 6, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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