Capfin India Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.50% (+23.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0009 | 5.03 | |
| 0.3637 | 270.40 | |
| 0.9990 | 5,045.45 | |
| 2.0000 | 17,543.86 |
Estimation Period:
Jul 7, 2015 to Feb 9, 2026
Jul 7, 2015 to Feb 9, 2026
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