Indostar Cap Fin AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.94% (-4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8335 | 6.88 | |
| 0.1318 | 13.21 | |
| 0.7657 | 34.64 | |
| -0.1745 | -1.20 |
Estimation Period:
May 21, 2018 to Feb 13, 2026
May 21, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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