Nippon Life India Asset GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.78% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4751 | 12.09 | |
| 0.1396 | 11.48 | |
| 0.7489 | 64.24 | |
| 0.1058 | 4.25 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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