Vijay Textiles Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:57.53% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8522 | 14.16 | |
| 0.2036 | 16.65 | |
| 0.6799 | 48.78 | |
| -0.0613 | -3.38 |
Estimation Period:
Nov 10, 2010 to May 30, 2025
Nov 10, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
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