Rajasthan Tube Manfacturing GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.63% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0851 | 13.74 | |
| 0.1248 | 19.35 | |
| 0.8625 | 197.37 | |
| 0.0052 | 0.53 |
Estimation Period:
May 21, 2012 to Jan 2, 2026
May 21, 2012 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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