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Coffee Day Enterprises Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.27% (-3.37%)
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 SGARCH
paramt-stat
ω1.09724.82
α0.14433.58
β0.64577.26
γ11.97872.27
γ2-2.7844-2.01
γ31.40771.50
γ4-1.4425-1.05
γ52.08011.28
γ6-2.5414-2.61
γ71.91753.14
γ8-0.6783-0.93
γ9-0.1697-0.14
Estimation Period:
Nov 2, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts