Sonal Mercantile Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.80% (+2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0764 | 11.80 | |
| 0.1365 | 10.42 | |
| 0.8484 | 126.68 | |
| 0.0302 | 1.32 |
Estimation Period:
Feb 9, 2015 to Feb 6, 2026
Feb 9, 2015 to Feb 6, 2026
News Impact Curve
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