First Custodian Fund (India) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:94.20% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 11.51 | |
| 0.0954 | 9.45 | |
| 0.8934 | 223.63 | |
| 0.0151 | 0.80 |
Estimation Period:
Nov 21, 2012 to Feb 6, 2026
Nov 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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