Vandan Foods Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.44% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7931 | 4.51 | |
| 0.1323 | 2.96 | |
| 0.8537 | 30.50 | |
| -0.1123 | -2.43 |
Estimation Period:
Jul 7, 2025 to Feb 6, 2026
Jul 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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