Sundaram Clayton Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.23% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7656 | 9.19 | |
| 0.2166 | 4.01 | |
| 0.4733 | 10.76 | |
| 0.1079 | 1.27 |
Estimation Period:
Dec 29, 2023 to Feb 6, 2026
Dec 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sundaram Clayton Limited Analyses
Other GJR-GARCH Analyses on International Equities