Bn Rathi Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.27% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3906 | 12.99 | |
| 0.0951 | 15.42 | |
| 0.8784 | 168.92 | |
| -0.0015 | -0.14 |
Estimation Period:
Jun 14, 2012 to Feb 6, 2026
Jun 14, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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