Sanghi Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.09% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3783 | 20.04 | |
| 0.1579 | 18.43 | |
| 0.6943 | 66.13 | |
| 0.0083 | 0.49 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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