Larsen & Toubro Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.58% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1297 | 11.35 | |
| 0.0749 | 12.55 | |
| 0.9027 | 336.46 | |
| 0.0040 | 0.56 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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