Thomas Scott (India) Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.07% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 7.88 | |
| 0.0570 | 8.07 | |
| 0.9340 | 245.41 | |
| 0.0180 | 1.65 |
Estimation Period:
May 28, 2013 to Feb 6, 2026
May 28, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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