Jk Lakshmi Cement GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.59% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1169 | 8.83 | |
| 0.0451 | 11.12 | |
| 0.9487 | 275.38 | |
| -0.0098 | -2.03 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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