Koramco Life Infra Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:10.87% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 14.01 | |
| 0.0986 | 10.25 | |
| 0.8223 | 108.06 | |
| 0.0563 | 2.77 |
Estimation Period:
Aug 31, 2020 to Feb 13, 2026
Aug 31, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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