Vardhman Acrylics GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.39% (+8.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8927 | 13.86 | |
| 0.1361 | 13.12 | |
| 0.7828 | 80.33 | |
| -0.0594 | -3.66 |
Estimation Period:
Jan 1, 2004 to Feb 6, 2026
Jan 1, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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