Raghunath International GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:100.35% (-7.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2255 | 18.70 | |
| 0.1491 | 13.55 | |
| 0.8517 | 206.22 | |
| -0.0631 | -3.93 |
Estimation Period:
May 31, 2011 to Feb 13, 2026
May 31, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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