Mrf Ltd Madras GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.99% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1333 | 11.57 | |
| 0.0819 | 18.38 | |
| 0.9001 | 224.20 | |
| -0.0016 | -0.17 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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