Parag Milk Foods Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.14% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5349 | 7.68 | |
| 0.0458 | 10.98 | |
| 0.8543 | 69.73 | |
| 0.0816 | 4.65 |
Estimation Period:
May 19, 2016 to Feb 6, 2026
May 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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