Spandana Sphoorty Financial GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.33% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4876 | 9.11 | |
| 0.0352 | 6.87 | |
| 0.8827 | 94.39 | |
| 0.0718 | 4.15 |
Estimation Period:
Aug 19, 2019 to Feb 6, 2026
Aug 19, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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