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John Cockerill India Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.78% (-2.88%)
Analysis last updated: Saturday, February 7, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of John Cockerill India Ltd SGARCH
paramt-stat
ω0.86318.80
α0.20029.67
β0.615216.81
γ1-0.1417-3.82
γ20.16732.79
γ3-0.0177-0.36
γ4-0.0567-1.10
γ50.15642.69
γ6-0.1835-2.72
γ70.09931.40
γ8-0.0459-0.67
γ90.07690.97
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts