Sundaram Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.28% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5759 | 14.44 | |
| 0.1413 | 15.51 | |
| 0.6978 | 49.82 | |
| 0.0508 | 2.62 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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