Saffron Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:81.21% (-4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3737 | 17.52 | |
| 0.2493 | 14.40 | |
| 0.6442 | 49.25 | |
| 0.0585 | 1.07 |
Estimation Period:
Nov 5, 2008 to Feb 6, 2026
Nov 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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