Caprolactam Chemicals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:62.22% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0568 | 11.01 | |
| 0.1052 | 5.59 | |
| 0.8870 | 177.54 | |
| 0.0083 | 0.22 |
Estimation Period:
Sep 23, 2013 to Jan 23, 2026
Sep 23, 2013 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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