Apeejay Surrendra Park Hotel GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.06% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0924 | 2.51 | |
| 0.0516 | 5.67 | |
| 0.8890 | 90.49 | |
| 0.0978 | 5.15 |
Estimation Period:
Feb 12, 2024 to Feb 13, 2026
Feb 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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