IDFC Ltd MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5236 | 5,235,840.00 | |
| 0.5813 | 5,812,890.00 | |
| -0.2097 | -2,097,460.00 | |
| 0.0000 | 10.00 | |
| 0.9513 | 9,512,690.00 | |
| 0.0487 | 487,310.00 |
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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