Coffee Day Enterprises Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.91% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2659 | 8.91 | |
| 0.1437 | 10.24 | |
| 0.7251 | 48.69 | |
| 0.0376 | 1.17 |
Estimation Period:
Nov 2, 2015 to Feb 13, 2026
Nov 2, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Coffee Day Enterprises Ltd Analyses
Other GJR-GARCH Analyses on International Equities