Newmalayalam Steel Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.66% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2986 | 15.67 | |
| 0.4584 | 4.04 | |
| 0.3335 | 12.04 | |
| -0.1794 | -1.18 |
Estimation Period:
Dec 27, 2024 to Feb 6, 2026
Dec 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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