Vulcan Steel Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.09% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6238 | 12.31 | |
| 0.0242 | 2.42 | |
| 0.2697 | 5.74 | |
| 0.1741 | 3.92 |
Estimation Period:
Nov 4, 2021 to Feb 5, 2026
Nov 4, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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