Veejay Lakshmi Engr Works GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:89.08% (-8.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0243 | 17.03 | |
| 0.1182 | 17.12 | |
| 0.8102 | 117.69 | |
| 0.0037 | 0.33 |
Estimation Period:
Sep 10, 2001 to Feb 6, 2026
Sep 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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