Shah Alloys Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.36% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4993 | 18.39 | |
| 0.1449 | 14.45 | |
| 0.7817 | 102.10 | |
| -0.0330 | -2.14 |
Estimation Period:
Jan 1, 2010 to Feb 6, 2026
Jan 1, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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