Caprolactam Chemicals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:63.32% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 3.42 | |
| 0.0857 | 3.42 | |
| 0.8598 | 19.39 | |
| -10.7979 | -6.18 | |
| 13.1879 | 4.17 | |
| -2.6416 | -1.21 | |
| -0.2754 | -0.21 | |
| 1.9521 | 1.76 | |
| -2.8073 | -3.41 | |
| 1.9078 | 3.39 | |
| -0.8729 | -1.92 | |
| 0.6642 | 1.93 | |
| -0.4622 | -2.17 |
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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