Sunrays Textile Mills Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.77% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6541 | 11.30 | |
| 0.1515 | 11.76 | |
| 0.8267 | 88.03 | |
| -0.0731 | -3.92 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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