Vardhman Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.61% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 5.64 | |
| 0.0681 | 17.07 | |
| 0.9351 | 312.34 | |
| -0.0065 | -0.99 |
Estimation Period:
Jul 18, 1995 to Feb 6, 2026
Jul 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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