Interglobe Aviation Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.18% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.6726 | 10.07 | |
| 0.0320 | 43.25 | |
| 0.9990 | 4,668.20 | |
| 3.4128 | 30.37 |
Estimation Period:
Nov 10, 2015 to Feb 6, 2026
Nov 10, 2015 to Feb 6, 2026
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