Nandan Denim Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.49% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8088 | 19.58 | |
| 0.1873 | 21.92 | |
| 0.7661 | 108.45 | |
| -0.0143 | -0.87 |
Estimation Period:
Jun 13, 2005 to Feb 13, 2026
Jun 13, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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