Taj Gvk Hotels GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.80% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2368 | 13.84 | |
| 0.0660 | 15.82 | |
| 0.8940 | 206.52 | |
| 0.0296 | 3.92 |
Estimation Period:
Dec 5, 2006 to Feb 13, 2026
Dec 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Taj Gvk Hotels Analyses
Other GJR-GARCH Analyses on International Equities