Tamilnad Mercantile Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.87% (-4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2181 | 11.89 | |
| 0.2035 | 9.43 | |
| 0.7612 | 52.46 | |
| -0.1267 | -3.84 |
Estimation Period:
Sep 13, 2022 to Feb 6, 2026
Sep 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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