Federal Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.55% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7687 | 8.00 | |
| 0.1131 | 26.74 | |
| 0.9582 | 170.32 | |
| 4.3369 | 11.17 |
Estimation Period:
Jun 3, 1994 to Feb 6, 2026
Jun 3, 1994 to Feb 6, 2026
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