Saraswati Commercial (India) GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.67% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 5.12 | |
| 0.0839 | 11.94 | |
| 0.9392 | 493.53 | |
| -0.0461 | -3.16 |
Estimation Period:
Dec 7, 2007 to Feb 6, 2026
Dec 7, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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