Vega Jewellers Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.83% (-4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2770 | 1.62 | |
| 0.1879 | 3.27 | |
| 0.7487 | 8.16 | |
| -0.0825 | -2.11 |
Estimation Period:
Feb 7, 2008 to Jan 16, 2026
Feb 7, 2008 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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