Umang Dairies Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2025:53.53% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7314 | 10.64 | |
| 0.0573 | 8.95 | |
| 0.8856 | 102.02 | |
| -0.0139 | -1.47 |
Estimation Period:
May 4, 2011 to Jun 20, 2025
May 4, 2011 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other Umang Dairies Ltd Analyses
Other GJR-GARCH Analyses on International Equities