Surat Trade and Mercantile Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.64% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2335 | 18.60 | |
| 0.1987 | 19.07 | |
| 0.7277 | 96.86 | |
| 0.0217 | 1.04 |
Estimation Period:
Jan 11, 2010 to Feb 6, 2026
Jan 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Surat Trade and Mercantile Ltd Analyses
Other GJR-GARCH Analyses on International Equities