Il & Fs Investment Managers GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.80% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4064 | 16.31 | |
| 0.1227 | 17.46 | |
| 0.8447 | 146.88 | |
| -0.0159 | -1.27 |
Estimation Period:
Apr 11, 2007 to Feb 6, 2026
Apr 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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