IDFC Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 10.74 | |
| 0.2644 | 50.92 | |
| 0.9904 | 815.80 | |
| -0.0249 | -5.46 |
Estimation Period:
Aug 15, 2005 to Jan 3, 2025
Aug 15, 2005 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities