Steel Authority Of India Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.03% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1456 | 15.12 | |
| 0.0710 | 19.25 | |
| 0.9175 | 327.43 | |
| -0.0009 | -0.15 |
Estimation Period:
Mar 27, 1995 to Feb 6, 2026
Mar 27, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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