Mangalore Refine & Petrochem GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.40% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3954 | 21.83 | |
| 0.1044 | 21.53 | |
| 0.8634 | 206.70 | |
| -0.0086 | -0.95 |
Estimation Period:
May 8, 1995 to Feb 6, 2026
May 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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