Lypsa Gems & Jewellery Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.40% (-6.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1239 | 15.98 | |
| 0.2091 | 14.60 | |
| 0.6834 | 49.77 | |
| 0.0287 | 0.98 |
Estimation Period:
Jul 9, 2012 to Feb 6, 2026
Jul 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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