Coffee Day Enterprises Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.27% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0972 | 4.82 | |
| 0.1443 | 3.58 | |
| 0.6457 | 7.26 | |
| 1.9787 | 2.27 | |
| -2.7844 | -2.01 | |
| 1.4077 | 1.50 | |
| -1.4425 | -1.05 | |
| 2.0801 | 1.28 | |
| -2.5414 | -2.61 | |
| 1.9175 | 3.14 | |
| -0.6783 | -0.93 | |
| -0.1697 | -0.14 |
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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