Cms Info Systems Limited GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
28.92%
decreased by 0.15%
1 Week
28.98%
decreased by 0.09%
1 Month
29.16%
increased by 0.09%
Analysis last updated: Thursday, May 21, 2026 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1441 | 9.26 | |
| 0.0137 | 2.88 | |
| 0.9469 | 182.42 | |
| -0.0038 | -0.68 |
Estimation Period:
Dec 31, 2021 to May 15, 2026
Dec 31, 2021 to May 15, 2026
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