Shree Cement GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.08% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 12.60 | |
| 0.0357 | 18.91 | |
| 0.9484 | 654.53 | |
| 0.0234 | 5.37 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
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