Coffee Day Enterprises Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.50% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0858 | 4.80 | |
| 0.1434 | 3.56 | |
| 0.6466 | 7.30 | |
| 1.9370 | 2.22 | |
| -2.7174 | -1.96 | |
| 1.3631 | 1.46 | |
| -1.4106 | -1.02 | |
| 2.0636 | 1.27 | |
| -2.5456 | -2.60 | |
| 1.9595 | 3.28 | |
| -0.8005 | -1.41 | |
| 0.1727 | 0.45 |
Estimation Period:
Nov 2, 2015 to Feb 6, 2026
Nov 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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