Patanjali Foods Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.75% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6722 | 9.34 | |
| 0.0877 | 12.72 | |
| 0.8410 | 139.56 | |
| 0.0302 | 2.17 |
Estimation Period:
Oct 10, 1995 to Feb 13, 2026
Oct 10, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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