Cochin Malabar Estates GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.05% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0754 | 9.97 | |
| 0.1044 | 9.65 | |
| 0.8801 | 175.43 | |
| 0.0127 | 0.63 |
Estimation Period:
Jul 10, 2013 to Feb 6, 2026
Jul 10, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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