Il&Fs Transport Ntwks GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.97% (+8.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5380 | 18.79 | |
| 0.1400 | 16.86 | |
| 0.7850 | 108.01 | |
| 0.0149 | 1.10 |
Estimation Period:
Mar 30, 2010 to Feb 6, 2026
Mar 30, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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