Indian Railway Finance Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.72% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 10.74 | |
| 0.1424 | 11.76 | |
| 0.8742 | 141.14 | |
| -0.0452 | -2.42 |
Estimation Period:
Jan 29, 2021 to Feb 6, 2026
Jan 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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