Idfc First Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.06% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1972 | 7.86 | |
| 0.1508 | 4.32 | |
| 0.5361 | 5.22 | |
| 0.3017 | 3.88 | |
| -0.4764 | -4.13 | |
| 0.1988 | 2.65 | |
| 0.0052 | 0.10 |
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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