Vikalp Securities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:59.67% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.26 | |
| 0.0145 | 1.47 | |
| 0.9747 | 316.15 | |
| 0.0217 | 0.57 |
Estimation Period:
Feb 17, 2011 to Jan 30, 2026
Feb 17, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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