Saraswati Saree Depot Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.57% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 1.07 | |
| 0.0238 | 2.76 | |
| 0.9254 | 105.04 | |
| 0.0832 | 2.42 |
Estimation Period:
Aug 20, 2024 to Feb 6, 2026
Aug 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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