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Caprolactam Chemicals Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:63.32% (+2.10%)
Analysis last updated: Tuesday, February 3, 2026 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caprolactam Chemicals Ltd S0GARCH
paramt-stat
ω0.00153.42
α0.08573.42
β0.859819.39
γ1-10.7979-6.18
γ213.18794.17
γ3-2.6416-1.21
γ4-0.2754-0.21
γ51.95211.76
γ6-2.8073-3.41
γ71.90783.39
γ8-0.8729-1.92
γ90.66421.93
γ10-0.4622-2.17
Estimation Period:
Sep 23, 2013 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts