Caprolactam Chemicals Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:58.44% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0793 | 15.02 | |
| 0.8511 | 71.29 | |
| -0.0018 | -0.25 | |
| 0.7017 | 0.31 | |
| 0.8838 | 0.28 | |
| 0.0000 | 0.00 |
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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