Il & Fs Investment Managers Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.03% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0308 | 4.90 | |
| 0.1477 | 5.19 | |
| 0.6498 | 10.70 | |
| -0.4374 | -2.85 | |
| 0.5347 | 2.48 | |
| 0.1285 | 0.96 | |
| -0.4895 | -3.38 | |
| 0.5498 | 3.75 | |
| -0.4715 | -3.60 | |
| 0.1420 | 0.90 | |
| 0.1420 | 0.80 | |
| -0.3666 | -1.18 |
Estimation Period:
Apr 11, 2007 to Feb 13, 2026
Apr 11, 2007 to Feb 13, 2026
News Impact Curve
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