Nitiraj Engineers GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.71% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1493 | 10.98 | |
| 0.1428 | 14.43 | |
| 0.8672 | 159.70 | |
| -0.0403 | -2.57 |
Estimation Period:
Oct 11, 2017 to Feb 6, 2026
Oct 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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