Loyal Textile Mills Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:54.13% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6250 | 14.64 | |
| 0.0921 | 12.18 | |
| 0.8568 | 120.60 | |
| -0.0149 | -1.34 |
Estimation Period:
Mar 3, 2010 to Jan 14, 2026
Mar 3, 2010 to Jan 14, 2026
News Impact Curve
Volatility Forecasts
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