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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	36.1041	9.10***
α ARCH Response to squared shocks	0.1088	153.30***
β GARCH Volatility persistence	0.9986	6,839.40***
ν DF Student-t tail thickness	2.5534	383.92***

V-Lab

Canare Electric Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Canare Electric Co Ltd Analyses