Rupa & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.94% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0120 | 20.05 | |
| 0.2769 | 13.86 | |
| 0.6408 | 50.52 | |
| -0.0833 | -2.97 |
Estimation Period:
Sep 9, 2011 to Feb 6, 2026
Sep 9, 2011 to Feb 6, 2026
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