IFCI Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.43% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7912 | 21.05 | |
| 0.0983 | 19.47 | |
| 0.8397 | 167.86 | |
| 0.0116 | 1.29 |
Estimation Period:
Feb 23, 1994 to Feb 13, 2026
Feb 23, 1994 to Feb 13, 2026
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