Mac Charles (India) Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.77% (-5.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3006 | 15.95 | |
| 0.1347 | 14.08 | |
| 0.8168 | 130.29 | |
| 0.0323 | 1.91 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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