Idfc First Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.67% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1916 | 7.82 | |
| 0.1517 | 4.36 | |
| 0.5345 | 5.19 | |
| 0.2940 | 3.76 | |
| -0.4597 | -3.90 | |
| 0.1706 | 2.00 | |
| 0.0778 | 0.75 |
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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