Marico Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.06% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 11.36 | |
| 0.0660 | 15.10 | |
| 0.9340 | 219.71 | |
| -0.0223 | -3.05 |
Estimation Period:
May 2, 1996 to Feb 6, 2026
May 2, 1996 to Feb 6, 2026
News Impact Curve
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