Millat Tractors Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.44% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2048 | 14.64 | |
| 0.1374 | 9.98 | |
| 0.8870 | 173.14 | |
| -0.1156 | -8.17 |
Estimation Period:
Oct 27, 1993 to Feb 4, 2026
Oct 27, 1993 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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