Capfin India Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.92% (+3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2096 | 16.45 | |
| 0.1269 | 16.44 | |
| 0.8096 | 121.81 | |
| 0.0314 | 2.61 |
Estimation Period:
Jul 7, 2015 to May 30, 2025
Jul 7, 2015 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Capfin India Limited Analyses
Other GJR-GARCH Analyses on International Equities