Raymond Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.96% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0283 | 29.20 | |
| 0.1936 | 22.33 | |
| 0.6894 | 108.59 | |
| 0.0253 | 1.56 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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