S.Alam Cold Rolled Steels GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.28% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 6.54 | |
| 0.0686 | 18.86 | |
| 0.9238 | 332.18 | |
| 0.0152 | 1.85 |
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Oct 3, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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