Panchsheel Organic GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.43% (+3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7543 | 16.87 | |
| 0.1362 | 14.66 | |
| 0.7960 | 129.71 | |
| 0.0430 | 2.16 |
Estimation Period:
Nov 27, 2008 to Feb 13, 2026
Nov 27, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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