Shilp Gravures GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.52% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2121 | 15.44 | |
| 0.1277 | 12.56 | |
| 0.7663 | 66.74 | |
| -0.0291 | -1.99 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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