Interglobe Aviation Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.80% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 8.14 | |
| 0.0168 | 6.36 | |
| 0.9726 | 468.97 | |
| 0.0046 | 0.94 |
Estimation Period:
Nov 10, 2015 to Feb 6, 2026
Nov 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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