Shivam Autotech Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.75% (-4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2075 | 21.12 | |
| 0.1734 | 16.53 | |
| 0.6447 | 51.23 | |
| -0.0348 | -2.17 |
Estimation Period:
Nov 21, 2006 to Feb 6, 2026
Nov 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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