Idfc First Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.15% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4817 | 13.54 | |
| 0.0874 | 12.29 | |
| 0.7856 | 75.40 | |
| 0.0704 | 3.46 |
Estimation Period:
Nov 5, 2015 to Feb 6, 2026
Nov 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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