IDBI Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.16% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0019 | 23.26 | |
| 0.1496 | 20.15 | |
| 0.7389 | 97.73 | |
| 0.0114 | 0.81 |
Estimation Period:
Sep 20, 1995 to Feb 6, 2026
Sep 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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