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V-Lab

Coffee Day Enterprises Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.50% (-3.18%)
Analysis last updated: Thursday, February 12, 2026 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Coffee Day Enterprises Ltd S0GARCH
paramt-stat
ω1.08584.80
α0.14343.56
β0.64667.30
γ11.93702.22
γ2-2.7174-1.96
γ31.36311.46
γ4-1.4106-1.02
γ52.06361.27
γ6-2.5456-2.60
γ71.95953.28
γ8-0.8005-1.41
γ90.17270.45
Estimation Period:
Nov 2, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts