IIFL Capital Services Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.74% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.8091 | 12.14 | |
| 0.0417 | 38.48 | |
| 0.9986 | 6,839.94 | |
| 3.4508 | 51.94 |
Estimation Period:
Sep 20, 2019 to Feb 13, 2026
Sep 20, 2019 to Feb 13, 2026
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