Pnb Housing Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.49% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2774 | 14.22 | |
| 0.1092 | 11.01 | |
| 0.6814 | 35.96 | |
| 0.1040 | 3.98 |
Estimation Period:
Nov 7, 2016 to Feb 13, 2026
Nov 7, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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