Varun Beverages Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.84% (-10.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5710 | 20.72 | |
| 0.3278 | 11.66 | |
| 0.4138 | 22.48 | |
| -0.0080 | -0.16 |
Estimation Period:
Nov 8, 2016 to Feb 6, 2026
Nov 8, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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