Shilp Gravures MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.18% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1352 | 17.28 | |
| 0.7522 | 60.61 | |
| -0.0154 | -1.20 | |
| 0.0119 | 0.91 | |
| 0.0031 | 1.80 | |
| 0.9960 | 358.40 |
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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