Varyaa Creations Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:93.81% (-6.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5225 | 2.42 | |
| 0.0864 | 4.13 | |
| 0.8699 | 36.37 | |
| 0.0248 | 0.61 |
Estimation Period:
Apr 30, 2024 to Feb 6, 2026
Apr 30, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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