Torrent Power Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.86% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2137 | 16.94 | |
| 0.0849 | 15.02 | |
| 0.8902 | 196.65 | |
| -0.0105 | -1.01 |
Estimation Period:
Jan 18, 2007 to Feb 6, 2026
Jan 18, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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