Valencia India Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.47% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9032 | 3.78 | |
| 0.0553 | 2.76 | |
| 0.8444 | 27.02 | |
| 0.0216 | 0.48 |
Estimation Period:
Jul 3, 2025 to Feb 6, 2026
Jul 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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