Mastek Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.97% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7875 | 22.98 | |
| 0.1516 | 16.44 | |
| 0.8076 | 175.61 | |
| 0.0005 | 0.03 |
Estimation Period:
Apr 9, 1993 to Feb 6, 2026
Apr 9, 1993 to Feb 6, 2026
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