IDFC Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 3.53 | |
| 0.1119 | 147.44 | |
| 0.9990 | 3,409.56 | |
| 3.9356 | 163.74 |
Estimation Period:
Aug 15, 2005 to Jan 3, 2025
Aug 15, 2005 to Jan 3, 2025
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