Sri Nachammai Cotton Mills GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:67.37% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4721 | 16.49 | |
| 0.1061 | 8.11 | |
| 0.8720 | 188.09 | |
| -0.0325 | -1.67 |
Estimation Period:
Apr 27, 2012 to Jan 30, 2026
Apr 27, 2012 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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