Capfin India Limited EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.38% (+4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2066 | 6.47 | |
| 0.2650 | 31.68 | |
| 0.8995 | 42.49 | |
| -0.0324 | -8.01 |
Estimation Period:
Jul 7, 2015 to May 30, 2025
Jul 7, 2015 to May 30, 2025
News Impact Curve
Volatility Forecasts
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