Vaibhav Global Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:88.32% (-6.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8314 | 19.10 | |
| 0.1373 | 15.61 | |
| 0.7765 | 97.31 | |
| 0.0291 | 1.90 |
Estimation Period:
Jul 10, 2006 to Feb 6, 2026
Jul 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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