Multi Comm Exchange Of India GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.49% (-5.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4082 | 11.53 | |
| 0.0677 | 12.38 | |
| 0.8365 | 95.80 | |
| 0.0773 | 4.38 |
Estimation Period:
Mar 9, 2012 to Feb 6, 2026
Mar 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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