Sonam Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.94% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 8.96 | |
| 0.0836 | 8.34 | |
| 0.9258 | 220.85 | |
| -0.0189 | -1.45 |
Estimation Period:
Jun 14, 2018 to Feb 6, 2026
Jun 14, 2018 to Feb 6, 2026
News Impact Curve
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