Sonali Paper & Board Mills GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.95% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0611 | 4.66 | |
| 0.1714 | 19.19 | |
| 0.8089 | 115.72 | |
| 0.0395 | 1.59 |
Estimation Period:
Sep 16, 2003 to Feb 5, 2026
Sep 16, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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