Idfc First Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.89% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0995 | 9.74 | |
| 0.6026 | 23.44 | |
| 0.0737 | 5.29 | |
| 0.0309 | 0.71 | |
| 0.0218 | 1.47 | |
| 0.9717 | 45.44 |
Estimation Period:
Nov 5, 2015 to Feb 13, 2026
Nov 5, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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