Omaxe Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.39% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 5.66 | |
| 0.1441 | 5.81 | |
| 0.8671 | 138.11 | |
| -0.0223 | -0.51 |
Estimation Period:
Aug 9, 2007 to Feb 6, 2026
Aug 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities