IDFC Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0462 | 20.60 | |
| 0.9457 | 601.95 | |
| 0.0162 | 3.22 |
Estimation Period:
Aug 15, 2005 to Jan 3, 2025
Aug 15, 2005 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
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