Sita Enterprises Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 29th, 2026
1 Day
82.80%
increased by 10.30%
1 Week
82.91%
increased by 10.41%
1 Month
83.32%
increased by 10.82%
Analysis last updated: Friday, June 26, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 11.79 | |
| 0.0869 | 7.60 | |
| 0.9141 | 309.98 | |
| -0.0020 | -0.10 |
Estimation Period:
Nov 13, 2008 to Jun 25, 2026
Nov 13, 2008 to Jun 25, 2026
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