Vulcan Steel Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.58% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0772 | 11.53 | |
| 0.0694 | 5.04 | |
| 0.6916 | 33.94 | |
| 0.1127 | 3.18 |
Estimation Period:
Nov 4, 2021 to Feb 6, 2026
Nov 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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