Alfa ICA (India) Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:67.59% (+12.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2296 | 13.99 | |
| 0.1427 | 11.41 | |
| 0.8467 | 202.23 | |
| -0.0143 | -0.62 |
Estimation Period:
Mar 15, 2012 to Feb 13, 2026
Mar 15, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Alfa ICA (India) Ltd Analyses
Other GJR-GARCH Analyses on International Equities