IIFL Capital Services Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.45% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 7.38 | |
| 0.0221 | 5.74 | |
| 0.9792 | 421.16 | |
| -0.0198 | -5.53 |
Estimation Period:
Sep 20, 2019 to Feb 13, 2026
Sep 20, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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