L&T Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.90% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1810 | 12.70 | |
| 0.0481 | 9.34 | |
| 0.9050 | 173.41 | |
| 0.0283 | 3.48 |
Estimation Period:
Aug 15, 2011 to Feb 6, 2026
Aug 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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