Panchmahal Steels GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.80% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3572 | 23.39 | |
| 0.1232 | 28.33 | |
| 0.8491 | 306.09 | |
| 0.0333 | 4.48 |
Estimation Period:
Oct 10, 1995 to Feb 6, 2026
Oct 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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