Sonali Life Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.25% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3149 | 14.00 | |
| 0.0941 | 9.83 | |
| 0.8538 | 126.21 | |
| -0.0144 | -0.90 |
Estimation Period:
Jun 30, 2021 to Feb 5, 2026
Jun 30, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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