Purabi General Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.23% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1706 | 12.45 | |
| 0.0949 | 15.82 | |
| 0.8859 | 211.84 | |
| 0.0004 | 0.04 |
Estimation Period:
Oct 27, 2009 to Feb 5, 2026
Oct 27, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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