Marico Bangladesh Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:7.90% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 3.79 | |
| 0.0611 | 11.02 | |
| 0.9534 | 255.95 | |
| -0.0291 | -4.00 |
Estimation Period:
Oct 9, 2009 to Feb 5, 2026
Oct 9, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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